+59.4%
RBLX vs OKTA
+90.2%
-30.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.0% |
| 7D | +5.1% | -2.4% | +7.5% | +5.6% |
| 30D | +28.0% | +13.0% | +15.0% | +23.3% |
| 3M | +4.6% | +41.7% | -37.1% | -5.1% |
| 6M | -24.7% | +105.9% | -130.6% | -39.1% |
| YTD | -43.8% | +92.6% | -136.4% | -53.9% |
| 1Y | -65.8% | +81.1% | -146.8% | -71.5% |
| 3Y | +59.4% | +84.8% | -25.5% | +24.0% |
| All | +59.4% | +90.2% | -30.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling