+168.0%
OKTA vs ROIV
+357.5%
-189.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +8.4% | +1.7% | +6.7% | +7.8% |
| 30D | -13.7% | +17.6% | -31.3% | -17.8% |
| 3M | +18.0% | +9.0% | +9.1% | +14.1% |
| 6M | +133.8% | +35.3% | +98.6% | +109.7% |
| YTD | +111.5% | +82.2% | +29.3% | +68.2% |
| 1Y | +118.3% | +92.3% | +26.1% | +69.4% |
| 3Y | +168.0% | +336.8% | -168.8% | +37.7% |
| All | +168.0% | +357.5% | -189.5% | +37.7% |
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