+193.8%
RCL vs OKTA
+620.5%
-426.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -15.7% | +13.8% | -29.5% | -18.8% |
| 3M | -3.6% | +48.9% | -52.5% | -12.8% |
| 6M | -8.7% | +114.9% | -123.6% | -25.2% |
| YTD | -6.2% | +97.9% | -104.0% | -22.3% |
| 1Y | -22.9% | +89.7% | -112.5% | -35.6% |
| 3Y | +173.6% | +95.8% | +77.8% | +119.8% |
| 5Y | +226.6% | -32.6% | +259.2% | +195.6% |
| All | +193.8% | +620.5% | -426.7% | +63.1% |
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