+90.1%
OKTA vs ROK
+29.3%
+60.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +16.0% | -3.3% | +19.3% | +16.8% |
| 3M | +38.2% | -5.9% | +44.0% | +39.2% |
| 6M | +137.8% | +13.9% | +123.9% | +124.9% |
| YTD | +97.3% | +12.6% | +84.7% | +86.9% |
| 1Y | +90.1% | +28.6% | +61.5% | +66.2% |
| All | +90.1% | +29.3% | +60.8% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling