-27.4%
OKTA vs ROIV
+298.6%
-326.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -4.6% | +9.5% | -14.1% | -6.6% |
| 30D | -19.7% | +21.0% | -40.7% | -23.2% |
| 3M | +21.2% | +18.7% | +2.5% | +15.9% |
| 6M | +123.1% | +44.5% | +78.6% | +102.9% |
| YTD | +110.8% | +92.9% | +17.9% | +77.7% |
| 1Y | +113.0% | +100.2% | +12.7% | +77.7% |
| 3Y | +168.9% | +375.0% | -206.1% | +81.9% |
| 5Y | -28.7% | +435.2% | -463.8% | -60.1% |
| All | -27.4% | +298.6% | -326.0% | -52.2% |
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