+677.8%
OKTA vs RF
+186.7%
+491.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +8.4% | +1.9% | +6.5% | +7.9% |
| 30D | -13.7% | +7.3% | -21.0% | -15.2% |
| 3M | +18.0% | -7.9% | +25.9% | +20.3% |
| 6M | +133.8% | +10.5% | +123.3% | +127.2% |
| YTD | +111.5% | +9.6% | +101.8% | +105.4% |
| 1Y | +118.3% | +20.3% | +98.0% | +107.2% |
| 3Y | +168.0% | +119.5% | +48.5% | +118.7% |
| 5Y | -30.1% | +48.2% | -78.3% | -38.5% |
| All | +677.8% | +186.7% | +491.2% | +487.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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