-36.4%
OKTA vs ROIV
+316.9%
-353.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -6.0% |
| 7D | +0.7% | +20.2% | -19.5% | -3.9% |
| 30D | +13.0% | +14.1% | -1.1% | +9.2% |
| 3M | +43.4% | +45.6% | -2.2% | +31.0% |
| 6M | +107.6% | +44.1% | +63.5% | +89.1% |
| YTD | +93.8% | +91.2% | +2.7% | +64.3% |
| 1Y | +80.8% | +221.3% | -140.5% | +35.2% |
| 3Y | +91.8% | +229.2% | -137.4% | +39.3% |
| 5Y | -36.4% | +316.5% | -352.9% | -63.8% |
| All | -36.4% | +316.9% | -353.3% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling