-29.7%
OKTA vs ROP
+1.9%
-31.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.2% |
| 7D | +8.4% | +0.7% | +7.7% | +7.8% |
| 30D | -13.7% | +28.8% | -42.5% | -30.8% |
| 3M | +18.0% | +21.1% | -3.0% | -0.4% |
| 6M | +133.8% | +52.5% | +81.3% | +59.4% |
| YTD | +111.5% | +8.9% | +102.6% | +92.3% |
| 1Y | +118.3% | +8.2% | +110.1% | +99.5% |
| 3Y | +168.0% | -5.2% | +173.2% | +168.8% |
| All | -29.7% | +1.9% | -31.6% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling