+91.8%
OKTA vs ROIV
+253.6%
-161.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -6.8% |
| 7D | +0.7% | +20.2% | -19.5% | -4.8% |
| 30D | +13.0% | +14.1% | -1.1% | +8.6% |
| 3M | +43.4% | +45.6% | -2.2% | +28.9% |
| 6M | +107.6% | +44.1% | +63.5% | +85.7% |
| YTD | +93.8% | +91.2% | +2.7% | +58.1% |
| 1Y | +80.8% | +221.3% | -140.5% | +24.2% |
| 3Y | +91.8% | +229.2% | -137.4% | +18.5% |
| All | +91.8% | +253.6% | -161.8% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling