-33.3%
OKTA vs RJF
+104.0%
-137.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -2.7% | +0.3% | -0.9% |
| 30D | +13.0% | -4.3% | +17.3% | +15.8% |
| 3M | +41.7% | +15.7% | +26.0% | +29.8% |
| 6M | +105.9% | +17.8% | +88.1% | +86.0% |
| YTD | +92.6% | +9.2% | +83.4% | +81.0% |
| 1Y | +81.1% | +2.8% | +78.3% | +75.9% |
| 3Y | +84.8% | +69.5% | +15.4% | +27.5% |
| All | -33.3% | +104.0% | -137.3% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling