+676.4%
OKTA vs RY
+289.5%
+386.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +6.6% | -0.5% | +7.2% | +7.0% |
| 30D | -19.4% | +4.7% | -24.2% | -21.2% |
| 3M | +23.9% | -4.5% | +28.4% | +26.7% |
| 6M | +130.9% | +12.5% | +118.3% | +116.3% |
| YTD | +111.1% | +21.1% | +90.0% | +89.5% |
| 1Y | +115.5% | +38.6% | +76.9% | +79.9% |
| 3Y | +169.4% | +160.2% | +9.2% | +58.5% |
| 5Y | -30.2% | +124.7% | -154.9% | -55.3% |
| All | +676.4% | +289.5% | +386.9% | +313.0% |
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