+625.6%
OKTA vs RRC
+49.9%
+575.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +2.6% | +1.3% | +1.3% | +2.5% |
| 30D | +16.0% | +10.1% | +5.9% | +15.1% |
| 3M | +38.2% | +4.0% | +34.2% | +37.6% |
| 6M | +137.8% | +1.6% | +136.2% | +137.0% |
| YTD | +97.3% | +19.7% | +77.6% | +93.8% |
| 1Y | +90.1% | +21.4% | +68.7% | +86.2% |
| 3Y | +98.0% | +29.7% | +68.3% | +92.3% |
| 5Y | -36.9% | +153.9% | -190.8% | -40.8% |
| All | +625.6% | +49.9% | +575.8% | +619.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling