+167.5%
OKTA vs RCAT
+347.2%
-179.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.4% | +0.8% |
| 7D | +6.6% | +15.6% | -8.9% | +5.2% |
| 30D | -19.4% | -24.1% | +4.7% | -17.9% |
| 3M | +23.9% | -61.9% | +85.8% | +32.5% |
| 6M | +130.9% | -64.3% | +195.2% | +146.3% |
| YTD | +111.1% | -50.4% | +161.5% | +119.8% |
| 1Y | +115.5% | -54.0% | +169.6% | +124.5% |
| All | +167.5% | +347.2% | -179.6% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling