-34.5%
RBLX vs OKTA
-28.4%
-6.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.6% |
| 7D | +5.1% | -2.4% | +7.5% | +6.1% |
| 30D | +28.0% | +13.0% | +15.0% | +17.8% |
| 3M | +4.6% | +41.7% | -37.1% | -14.3% |
| 6M | -24.7% | +105.9% | -130.6% | -51.4% |
| YTD | -43.8% | +92.6% | -136.4% | -62.9% |
| 1Y | -65.8% | +81.1% | -146.8% | -76.8% |
| 3Y | +59.4% | +84.8% | -25.5% | -6.4% |
| 5Y | -48.2% | -34.4% | -13.8% | -37.4% |
| All | -34.5% | -28.4% | -6.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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