+677.8%
OKTA vs RCAT
-98.8%
+776.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | +8.4% | -5.9% | +14.3% | +8.5% |
| 30D | -13.7% | -19.7% | +6.0% | -13.5% |
| 3M | +18.0% | -62.9% | +80.9% | +19.2% |
| 6M | +133.8% | -59.6% | +193.4% | +135.7% |
| YTD | +111.5% | -52.1% | +163.6% | +112.6% |
| 1Y | +118.3% | -50.9% | +169.2% | +119.3% |
| 3Y | +168.0% | +333.8% | -165.8% | +163.0% |
| 5Y | -30.1% | +40.7% | -70.8% | -31.2% |
| All | +677.8% | -98.8% | +776.7% | +669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling