+612.9%
OKTA vs FTV
+53.8%
+559.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | +13.0% | -8.3% | +21.3% | +18.0% |
| 3M | +43.4% | -7.4% | +50.8% | +48.1% |
| 6M | +107.6% | -1.2% | +108.8% | +106.5% |
| YTD | +93.8% | +2.7% | +91.1% | +87.6% |
| 1Y | +80.8% | +18.4% | +62.4% | +61.6% |
| 3Y | +91.8% | -2.0% | +93.8% | +87.0% |
| 5Y | -36.4% | +3.4% | -39.8% | -40.5% |
| All | +612.9% | +53.8% | +559.1% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling