-8.2%
OKTA vs RPRX
+57.8%
-66.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.9% | -4.0% | +9.9% | +7.4% |
| 30D | +14.6% | +4.9% | +9.6% | +12.5% |
| 3M | +44.0% | +9.4% | +34.6% | +39.0% |
| 6M | +116.7% | +33.3% | +83.4% | +94.8% |
| YTD | +99.8% | +59.0% | +40.8% | +67.7% |
| 1Y | +84.1% | +69.2% | +14.8% | +50.3% |
| 3Y | +97.7% | +124.1% | -26.4% | +41.4% |
| 5Y | -35.2% | +77.9% | -113.0% | -47.1% |
| All | -8.2% | +57.8% | -66.0% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling