+119.7%
OKTA vs ROIV
+97.8%
+21.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.5% |
| 7D | -14.2% | +3.0% | -17.2% | -14.7% |
| 30D | -12.5% | +6.8% | -19.3% | -13.7% |
| 3M | +29.2% | +10.5% | +18.7% | +26.3% |
| 6M | +147.3% | +34.8% | +112.5% | +132.3% |
| YTD | +120.9% | +76.2% | +44.8% | +93.6% |
| 1Y | +119.7% | +92.4% | +27.3% | +87.9% |
| All | +119.7% | +97.8% | +21.8% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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