+119.7%
OKTA vs RL
+34.3%
+85.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | +1.0% |
| 7D | -14.2% | +5.8% | -20.0% | -13.8% |
| 30D | -12.5% | +12.7% | -25.2% | -11.6% |
| 3M | +29.2% | +9.3% | +19.9% | +30.6% |
| 6M | +147.3% | +16.9% | +130.4% | +148.3% |
| YTD | +120.9% | +17.5% | +103.5% | +120.4% |
| 1Y | +119.7% | +34.6% | +85.0% | +110.4% |
| All | +119.7% | +34.3% | +85.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling