-32.6%
OKTA vs RY
+135.2%
-167.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.4% | -2.9% | +3.3% | +2.5% |
| 30D | +13.8% | -2.0% | +15.9% | +15.2% |
| 3M | +48.9% | +4.9% | +44.0% | +43.0% |
| 6M | +114.9% | +26.1% | +88.8% | +78.9% |
| YTD | +97.9% | +22.4% | +75.5% | +68.1% |
| 1Y | +89.7% | +44.7% | +44.9% | +40.9% |
| 3Y | +95.8% | +155.7% | -59.8% | -14.5% |
| 5Y | -32.6% | +137.7% | -170.3% | -67.9% |
| All | -32.6% | +135.2% | -167.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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