+44.3%
OKTA vs RAM
-82.2%
+126.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -32.5% | +22.0% | -7.1% |
| 7D | -22.9% | -49.5% | +26.6% | -18.4% |
| 30D | -21.7% | -63.2% | +41.5% | -17.0% |
| 3M | +16.4% | -58.5% | +74.9% | +22.4% |
| All | +44.3% | -82.2% | +126.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling