+84.8%
OKTA vs FTI
+267.9%
-183.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | -2.4% | -4.4% | +2.0% | -1.5% |
| 30D | +13.0% | +1.5% | +11.5% | +12.7% |
| 3M | +41.7% | +8.2% | +33.5% | +39.2% |
| 6M | +105.9% | +18.8% | +87.1% | +97.5% |
| YTD | +92.6% | +71.7% | +20.9% | +69.9% |
| 1Y | +81.1% | +90.0% | -9.0% | +55.5% |
| 3Y | +84.8% | +270.5% | -185.7% | +33.9% |
| All | +84.8% | +267.9% | -183.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling