+89.7%
OKTA vs RL
+9.4%
+80.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | +0.4% | -2.2% | +2.6% | +0.3% |
| 30D | +13.8% | -15.3% | +29.2% | +13.7% |
| 3M | +48.9% | -10.3% | +59.2% | +48.3% |
| 6M | +114.9% | -2.2% | +117.2% | +109.7% |
| YTD | +97.9% | -4.3% | +102.2% | +93.8% |
| 1Y | +89.7% | +8.9% | +80.8% | +78.2% |
| All | +89.7% | +9.4% | +80.3% | +78.2% |
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