+634.8%
OKTA vs RJF
+302.1%
+332.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +14.6% | -2.0% | +16.6% | +15.4% |
| 3M | +44.0% | +16.3% | +27.7% | +35.7% |
| 6M | +116.7% | +16.9% | +99.8% | +103.4% |
| YTD | +99.8% | +10.4% | +89.3% | +91.3% |
| 1Y | +84.1% | +7.4% | +76.6% | +78.0% |
| 3Y | +97.7% | +72.2% | +25.5% | +59.0% |
| 5Y | -35.2% | +105.1% | -140.3% | -50.4% |
| All | +634.8% | +302.1% | +332.7% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling