+627.8%
OKTA vs ROP
+97.5%
+530.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | +0.4% | -8.0% | +8.4% | +6.5% |
| 30D | +13.8% | -2.7% | +16.6% | +16.3% |
| 3M | +48.9% | +16.6% | +32.3% | +31.4% |
| 6M | +114.9% | +10.4% | +104.6% | +99.3% |
| YTD | +97.9% | -12.1% | +110.0% | +114.2% |
| 1Y | +89.7% | -23.6% | +113.3% | +126.2% |
| 3Y | +95.8% | -19.3% | +115.2% | +124.2% |
| 5Y | -32.6% | -15.4% | -17.3% | -25.5% |
| All | +627.8% | +97.5% | +530.3% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling