+608.2%
OKTA vs RVTY
+121.1%
+487.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -4.2% |
| 7D | -2.4% | -4.5% | +2.1% | -0.1% |
| 30D | +13.0% | +5.5% | +7.6% | +9.6% |
| 3M | +41.7% | +22.5% | +19.2% | +25.2% |
| 6M | +105.9% | +38.9% | +67.0% | +67.9% |
| YTD | +92.6% | +28.7% | +63.8% | +62.5% |
| 1Y | +81.1% | +45.5% | +35.6% | +41.0% |
| 3Y | +84.8% | +16.4% | +68.5% | +53.5% |
| 5Y | -34.4% | -32.7% | -1.7% | -22.3% |
| All | +608.2% | +121.1% | +487.1% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling