+90.1%
OKTA vs RSG
-3.6%
+93.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | -0.2% |
| 7D | +2.6% | +0.3% | +2.4% | +2.7% |
| 30D | +16.0% | +7.6% | +8.4% | +17.4% |
| 3M | +38.2% | +7.4% | +30.7% | +39.3% |
| 6M | +137.8% | -3.3% | +141.1% | +146.3% |
| YTD | +97.3% | +6.0% | +91.3% | +103.5% |
| 1Y | +90.1% | -3.7% | +93.8% | +95.3% |
| All | +90.1% | -3.6% | +93.7% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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