+612.9%
OKTA vs RVTY
+126.0%
+486.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | +13.0% | +10.8% | +2.2% | +6.8% |
| 3M | +43.4% | +26.8% | +16.6% | +24.6% |
| 6M | +107.6% | +39.3% | +68.3% | +69.2% |
| YTD | +93.8% | +31.6% | +62.2% | +61.8% |
| 1Y | +80.8% | +47.7% | +33.1% | +39.9% |
| 3Y | +91.8% | +19.9% | +71.9% | +56.8% |
| 5Y | -36.4% | -32.3% | -4.0% | -24.7% |
| All | +612.9% | +126.0% | +486.9% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling