+627.8%
OKTA vs RCAT
-97.5%
+725.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +0.4% | -5.4% | +5.8% | +0.5% |
| 30D | +13.8% | -24.2% | +38.0% | +14.1% |
| 3M | +48.9% | -25.8% | +74.7% | +49.2% |
| 6M | +114.9% | -44.9% | +159.9% | +115.8% |
| YTD | +97.9% | +1.9% | +96.0% | +97.5% |
| 1Y | +89.7% | -5.2% | +94.8% | +89.2% |
| 3Y | +95.8% | +759.6% | -663.8% | +90.8% |
| 5Y | -32.6% | +187.5% | -220.2% | -34.2% |
| All | +627.8% | -97.5% | +725.3% | +615.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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