+625.6%
OKTA vs RL
+421.5%
+204.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +16.0% | -7.8% | +23.8% | +18.1% |
| 3M | +38.2% | -4.0% | +42.2% | +38.7% |
| 6M | +137.8% | -1.9% | +139.7% | +134.9% |
| YTD | +97.3% | -0.2% | +97.5% | +93.6% |
| 1Y | +90.1% | +10.7% | +79.4% | +80.8% |
| 3Y | +98.0% | +210.8% | -112.8% | +38.4% |
| 5Y | -36.9% | +238.2% | -275.1% | -57.3% |
| All | +625.6% | +421.5% | +204.1% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling