+634.8%
OKTA vs ROK
+225.7%
+409.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | +14.6% | -1.8% | +16.4% | +15.4% |
| 3M | +44.0% | -7.2% | +51.2% | +47.8% |
| 6M | +116.7% | +14.2% | +102.6% | +100.8% |
| YTD | +99.8% | +10.6% | +89.2% | +87.2% |
| 1Y | +84.1% | +25.9% | +58.2% | +62.4% |
| 3Y | +97.7% | +50.8% | +46.9% | +54.6% |
| 5Y | -35.2% | +47.0% | -82.2% | -50.1% |
| All | +634.8% | +225.7% | +409.0% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling