-29.7%
OKTA vs RRC
+134.0%
-163.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +8.4% | +6.4% | +2.0% | +7.0% |
| 30D | -13.7% | +23.9% | -37.6% | -17.9% |
| 3M | +18.0% | +30.2% | -12.2% | +11.0% |
| 6M | +133.8% | +26.3% | +107.6% | +120.7% |
| YTD | +111.5% | +48.1% | +63.4% | +91.0% |
| 1Y | +118.3% | +37.7% | +80.7% | +100.2% |
| 3Y | +168.0% | +60.3% | +107.7% | +132.5% |
| All | -29.7% | +134.0% | -163.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling