+612.9%
OKTA vs RGEN
+399.8%
+213.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | +13.0% | +2.8% | +10.2% | +11.5% |
| 3M | +43.4% | +34.5% | +9.0% | +25.3% |
| 6M | +107.6% | +40.5% | +67.2% | +75.6% |
| YTD | +93.8% | +2.8% | +91.0% | +86.4% |
| 1Y | +80.8% | +39.6% | +41.2% | +50.6% |
| 3Y | +91.8% | +4.4% | +87.4% | +63.6% |
| 5Y | -36.4% | -42.8% | +6.4% | -32.4% |
| All | +612.9% | +399.8% | +213.1% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling