+86.1%
OKTA vs ROP
-23.7%
+109.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +0.4% | -8.0% | +8.4% | +5.7% |
| 30D | +13.8% | -2.7% | +16.6% | +16.2% |
| 3M | +48.9% | +16.6% | +32.3% | +32.8% |
| 6M | +114.9% | +10.4% | +104.6% | +97.3% |
| YTD | +97.9% | -12.1% | +110.0% | +89.7% |
| All | +86.1% | -23.7% | +109.8% | +80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling