+608.2%
OKTA vs RGEN
+389.9%
+218.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | +13.0% | -0.3% | +13.3% | +12.9% |
| 3M | +41.7% | +23.9% | +17.8% | +28.0% |
| 6M | +105.9% | +38.5% | +67.4% | +75.5% |
| YTD | +92.6% | +0.8% | +91.7% | +86.6% |
| 1Y | +81.1% | +38.2% | +42.8% | +51.4% |
| 3Y | +84.8% | +1.3% | +83.5% | +59.7% |
| 5Y | -34.4% | -44.0% | +9.6% | -29.8% |
| All | +608.2% | +389.9% | +218.4% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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