+627.8%
OKTA vs RRX
+138.5%
+489.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +0.4% | -3.7% | +4.2% | +1.6% |
| 30D | +13.8% | -9.3% | +23.1% | +17.4% |
| 3M | +48.9% | -21.8% | +70.7% | +58.5% |
| 6M | +114.9% | -22.0% | +136.9% | +123.8% |
| YTD | +97.9% | +11.9% | +85.9% | +76.3% |
| 1Y | +89.7% | +11.6% | +78.1% | +67.7% |
| 3Y | +95.8% | +2.2% | +93.6% | +69.8% |
| 5Y | -32.6% | +14.9% | -47.5% | -44.7% |
| All | +627.8% | +138.5% | +489.3% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling