+608.2%
OKTA vs RJF
+297.5%
+310.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | +13.0% | -4.3% | +17.3% | +14.9% |
| 3M | +41.7% | +15.7% | +26.0% | +33.8% |
| 6M | +105.9% | +17.8% | +88.1% | +92.8% |
| YTD | +92.6% | +9.2% | +83.4% | +85.2% |
| 1Y | +81.1% | +2.8% | +78.3% | +78.0% |
| 3Y | +84.8% | +69.5% | +15.4% | +49.6% |
| 5Y | -34.4% | +105.9% | -140.4% | -49.9% |
| All | +608.2% | +297.5% | +310.7% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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