+90.1%
OKTA vs FTV
+21.5%
+68.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.6% | -4.6% | +7.2% | +3.5% |
| 30D | +16.0% | -7.2% | +23.2% | +17.5% |
| 3M | +38.2% | -7.3% | +45.4% | +39.6% |
| 6M | +137.8% | -1.6% | +139.4% | +135.4% |
| YTD | +97.3% | +3.3% | +93.9% | +92.8% |
| 1Y | +90.1% | +20.2% | +69.9% | +73.9% |
| All | +90.1% | +21.5% | +68.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling