+627.8%
OKTA vs RRC
+49.8%
+578.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +13.8% | +3.0% | +10.8% | +13.5% |
| 3M | +48.9% | +7.3% | +41.6% | +47.9% |
| 6M | +114.9% | +3.6% | +111.4% | +113.9% |
| YTD | +97.9% | +19.4% | +78.5% | +94.4% |
| 1Y | +89.7% | +21.4% | +68.3% | +85.8% |
| 3Y | +95.8% | +32.8% | +63.1% | +89.9% |
| 5Y | -32.6% | +152.6% | -185.2% | -36.7% |
| All | +627.8% | +49.8% | +578.0% | +621.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling