+86.1%
OKTA vs RRC
+22.6%
+63.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | +13.8% | +3.0% | +10.8% | +14.0% |
| 3M | +48.9% | +7.3% | +41.6% | +49.1% |
| 6M | +114.9% | +3.6% | +111.4% | +114.0% |
| YTD | +97.9% | +19.4% | +78.5% | +97.9% |
| All | +86.1% | +22.6% | +63.4% | +93.7% |
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