-32.6%
OKTA vs ROP
-16.6%
-16.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | +0.4% | -8.0% | +8.4% | +7.6% |
| 30D | +13.8% | -2.7% | +16.6% | +16.7% |
| 3M | +48.9% | +16.6% | +32.3% | +27.9% |
| 6M | +114.9% | +10.4% | +104.6% | +95.6% |
| YTD | +97.9% | -12.1% | +110.0% | +117.5% |
| 1Y | +89.7% | -23.6% | +113.3% | +135.6% |
| 3Y | +95.8% | -19.3% | +115.2% | +125.0% |
| 5Y | -32.6% | -15.4% | -17.3% | -31.8% |
| All | -32.6% | -16.6% | -16.0% | -31.8% |
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