+608.2%
OKTA vs RRX
+147.3%
+460.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.9% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +13.0% | -6.1% | +19.2% | +15.2% |
| 3M | +41.7% | -23.1% | +64.8% | +51.8% |
| 6M | +105.9% | -19.5% | +125.5% | +112.1% |
| YTD | +92.6% | +16.1% | +76.5% | +69.4% |
| 1Y | +81.1% | +12.9% | +68.1% | +59.7% |
| 3Y | +84.8% | +7.9% | +76.9% | +57.1% |
| 5Y | -34.4% | +19.1% | -53.5% | -46.9% |
| All | +608.2% | +147.3% | +460.9% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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