+675.2%
OKTA vs RL
+486.8%
+188.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | -4.6% | -4.4% | -0.2% | -3.4% |
| 30D | -19.7% | +5.6% | -25.3% | -20.8% |
| 3M | +21.2% | -0.6% | +21.9% | +21.2% |
| 6M | +123.1% | +15.5% | +107.6% | +112.7% |
| YTD | +110.8% | +12.3% | +98.4% | +100.7% |
| 1Y | +113.0% | +19.3% | +93.6% | +99.1% |
| 3Y | +168.9% | +255.5% | -86.6% | +81.6% |
| 5Y | -28.7% | +247.1% | -275.7% | -52.6% |
| All | +675.2% | +486.8% | +188.4% | +419.6% |
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