+90.1%
OKTA vs RRC
+23.4%
+66.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.7% |
| 30D | +16.0% | +10.1% | +5.9% | +16.6% |
| 3M | +38.2% | +4.0% | +34.2% | +38.3% |
| 6M | +137.8% | +1.6% | +136.2% | +136.6% |
| YTD | +97.3% | +19.7% | +77.6% | +97.9% |
| 1Y | +90.1% | +21.4% | +68.7% | +100.7% |
| All | +90.1% | +23.4% | +66.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling