+119.7%
OKTA vs RVMD
+244.4%
-124.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -14.2% | +5.8% | -20.0% | -14.9% |
| 30D | -12.5% | -3.8% | -8.6% | -12.1% |
| 3M | +29.2% | +3.2% | +26.0% | +28.8% |
| 6M | +147.3% | +35.0% | +112.3% | +140.1% |
| YTD | +120.9% | +150.7% | -29.8% | +96.5% |
| 1Y | +119.7% | +241.0% | -121.3% | +81.9% |
| All | +119.7% | +244.4% | -124.7% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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