+26.5%
OKTA vs RVMD
+620.8%
-594.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.5% |
| 7D | +0.4% | -3.6% | +4.0% | +1.2% |
| 30D | +13.8% | -1.1% | +14.9% | +14.2% |
| 3M | +48.9% | +41.0% | +7.9% | +37.8% |
| 6M | +114.9% | +105.7% | +9.2% | +79.1% |
| YTD | +97.9% | +155.3% | -57.4% | +53.9% |
| 1Y | +89.7% | +402.7% | -313.0% | +24.2% |
| 3Y | +95.8% | +533.1% | -437.3% | +13.9% |
| 5Y | -32.6% | +583.5% | -616.2% | -65.5% |
| All | +26.5% | +620.8% | -594.4% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling