+625.6%
OKTA vs RY
+302.3%
+323.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +2.6% | +3.1% | -0.5% | +1.0% |
| 30D | +16.0% | -0.3% | +16.3% | +16.0% |
| 3M | +38.2% | +8.7% | +29.5% | +32.0% |
| 6M | +137.8% | +28.5% | +109.3% | +107.2% |
| YTD | +97.3% | +25.1% | +72.2% | +74.3% |
| 1Y | +90.1% | +46.3% | +43.8% | +54.4% |
| 3Y | +98.0% | +154.9% | -56.9% | +17.9% |
| 5Y | -36.9% | +140.3% | -177.2% | -60.8% |
| All | +625.6% | +302.3% | +323.4% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling