+627.8%
OKTA vs RL
+399.9%
+227.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +0.4% | -2.2% | +2.6% | +0.9% |
| 30D | +13.8% | -15.3% | +29.2% | +18.5% |
| 3M | +48.9% | -10.3% | +59.2% | +52.0% |
| 6M | +114.9% | -2.2% | +117.2% | +112.4% |
| YTD | +97.9% | -4.3% | +102.2% | +96.2% |
| 1Y | +89.7% | +8.9% | +80.8% | +81.0% |
| 3Y | +95.8% | +201.4% | -105.6% | +37.9% |
| 5Y | -32.6% | +230.6% | -263.2% | -54.0% |
| All | +627.8% | +399.9% | +227.9% | +408.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling