-27.3%
OKTA vs ROIV
+280.9%
-308.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.2% |
| 7D | +6.6% | +9.2% | -2.6% | +4.4% |
| 30D | -19.4% | +19.9% | -39.3% | -22.7% |
| 3M | +23.9% | +10.6% | +13.3% | +20.4% |
| 6M | +130.9% | +36.1% | +94.8% | +112.9% |
| YTD | +111.1% | +84.3% | +26.8% | +79.8% |
| 1Y | +115.5% | +87.6% | +28.0% | +82.6% |
| 3Y | +169.4% | +353.9% | -184.6% | +84.1% |
| 5Y | -30.2% | +376.1% | -406.3% | -60.4% |
| All | -27.3% | +280.9% | -308.2% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling