-31.2%
OKTA vs ROIV
+298.2%
-329.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +5.9% | +22.3% | -16.4% | +0.5% |
| 30D | +14.6% | +16.9% | -2.3% | +10.1% |
| 3M | +44.0% | +43.9% | +0.1% | +31.7% |
| 6M | +116.7% | +41.6% | +75.1% | +98.0% |
| YTD | +99.8% | +92.7% | +7.1% | +68.7% |
| 1Y | +84.1% | +210.2% | -126.1% | +38.3% |
| 3Y | +97.7% | +231.8% | -134.1% | +42.7% |
| 5Y | -35.2% | +319.8% | -355.0% | -59.6% |
| All | -31.2% | +298.2% | -329.4% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling