-33.3%
OKTA vs RSG
+89.9%
-123.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +13.0% | +4.0% | +9.1% | +11.3% |
| 3M | +41.7% | +7.4% | +34.3% | +37.3% |
| 6M | +105.9% | +0.1% | +105.8% | +105.3% |
| YTD | +92.6% | +6.0% | +86.5% | +86.9% |
| 1Y | +81.1% | -3.0% | +84.0% | +82.8% |
| 3Y | +84.8% | +56.5% | +28.3% | +42.5% |
| All | -33.3% | +89.9% | -123.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling