+625.6%
OKTA vs ROP
+107.0%
+518.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +2.7% |
| 7D | +2.6% | -4.4% | +7.1% | +6.0% |
| 30D | +16.0% | +3.2% | +12.8% | +13.6% |
| 3M | +38.2% | +23.1% | +15.1% | +17.3% |
| 6M | +137.8% | +13.3% | +124.5% | +116.5% |
| YTD | +97.3% | -7.9% | +105.1% | +106.5% |
| 1Y | +90.1% | -22.1% | +112.2% | +123.6% |
| 3Y | +98.0% | -16.8% | +114.8% | +121.8% |
| 5Y | -36.9% | -13.5% | -23.4% | -31.4% |
| All | +625.6% | +107.0% | +518.6% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling