+608.2%
OKTA vs FWONK
+185.2%
+423.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +13.0% | -7.7% | +20.8% | +16.8% |
| 3M | +41.7% | +5.7% | +36.0% | +37.8% |
| 6M | +105.9% | +13.5% | +92.5% | +93.7% |
| YTD | +92.6% | -3.0% | +95.5% | +92.8% |
| 1Y | +81.1% | -6.4% | +87.5% | +83.6% |
| 3Y | +84.8% | +43.8% | +41.0% | +52.3% |
| 5Y | -34.4% | +98.6% | -133.0% | -51.4% |
| All | +608.2% | +185.2% | +423.0% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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