-33.3%
OKTA vs RPRX
+70.9%
-104.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -8.4% | +6.0% | +0.8% |
| 30D | +13.0% | -0.6% | +13.7% | +13.2% |
| 3M | +41.7% | +6.4% | +35.3% | +37.6% |
| 6M | +105.9% | +26.6% | +79.3% | +86.6% |
| YTD | +92.6% | +53.8% | +38.8% | +60.0% |
| 1Y | +81.1% | +62.8% | +18.3% | +46.0% |
| 3Y | +84.8% | +118.0% | -33.2% | +26.2% |
| All | -33.3% | +70.9% | -104.2% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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