-35.2%
OKTA vs RL
+233.3%
-268.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +4.5% |
| 7D | +5.9% | -0.3% | +6.1% | +5.9% |
| 30D | +14.6% | -17.5% | +32.1% | +23.7% |
| 3M | +44.0% | -14.0% | +58.0% | +51.6% |
| 6M | +116.7% | -2.0% | +118.7% | +111.0% |
| YTD | +99.8% | -4.6% | +104.4% | +95.9% |
| 1Y | +84.1% | +9.5% | +74.6% | +67.3% |
| 3Y | +97.7% | +200.5% | -102.8% | -7.6% |
| 5Y | -35.2% | +226.3% | -261.4% | -72.4% |
| All | -35.2% | +233.3% | -268.5% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling