+91.8%
OKTA vs RL
+211.8%
-120.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.5% |
| 7D | +0.7% | +1.9% | -1.2% | +0.3% |
| 30D | +13.0% | -12.2% | +25.2% | +16.1% |
| 3M | +43.4% | -6.6% | +50.1% | +44.6% |
| 6M | +107.6% | +3.2% | +104.5% | +101.4% |
| YTD | +93.8% | -1.3% | +95.1% | +90.0% |
| 1Y | +80.8% | +13.6% | +67.2% | +68.8% |
| 3Y | +91.8% | +210.9% | -119.1% | +14.5% |
| All | +91.8% | +211.8% | -120.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling