-32.6%
OKTA vs RGEN
-44.2%
+11.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.4% | -2.9% | +3.3% | +1.5% |
| 30D | +13.8% | -0.1% | +13.9% | +13.6% |
| 3M | +48.9% | +25.9% | +23.0% | +34.6% |
| 6M | +114.9% | +35.2% | +79.7% | +86.9% |
| YTD | +97.9% | +0.5% | +97.4% | +92.8% |
| 1Y | +89.7% | +37.0% | +52.7% | +61.1% |
| 3Y | +95.8% | +2.0% | +93.8% | +71.1% |
| 5Y | -32.6% | -44.2% | +11.6% | -30.5% |
| All | -32.6% | -44.2% | +11.6% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling