-35.4%
RBLX vs OKTA
-26.4%
-9.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | +8.1% | +0.4% | +7.7% | +7.8% |
| 30D | +23.9% | +13.8% | +10.1% | +13.8% |
| 3M | +8.1% | +48.9% | -40.8% | -13.4% |
| 6M | -23.7% | +114.9% | -138.6% | -51.8% |
| YTD | -44.6% | +97.9% | -142.5% | -63.9% |
| 1Y | -66.2% | +89.7% | -155.9% | -77.6% |
| 3Y | +54.7% | +95.8% | -41.1% | -12.1% |
| 5Y | -48.9% | -32.6% | -16.3% | -39.0% |
| All | -35.4% | -26.4% | -9.0% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling