+608.2%
OKTA vs FTV
+48.8%
+559.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | -2.4% | -4.0% | +1.5% | -0.4% |
| 30D | +13.0% | -11.0% | +24.1% | +19.8% |
| 3M | +41.7% | -8.4% | +50.1% | +46.9% |
| 6M | +105.9% | -2.6% | +108.5% | +106.1% |
| YTD | +92.6% | -0.6% | +93.2% | +89.3% |
| 1Y | +81.1% | +11.0% | +70.1% | +67.4% |
| 3Y | +84.8% | -6.3% | +91.2% | +84.3% |
| 5Y | -34.4% | -1.5% | -32.9% | -37.4% |
| All | +608.2% | +48.8% | +559.4% | +421.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling