+268.8%
RCL vs OKTA
+670.0%
-401.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | +8.4% | -9.6% | -2.8% |
| 30D | +17.8% | -13.7% | +31.6% | +20.5% |
| 3M | +4.9% | +18.0% | -13.1% | -0.7% |
| 6M | +23.7% | +133.8% | -110.1% | -0.9% |
| YTD | +17.8% | +111.5% | -93.7% | -4.9% |
| 1Y | +28.9% | +118.3% | -89.4% | +3.3% |
| 3Y | +241.9% | +168.0% | +73.9% | +154.7% |
| 5Y | +295.4% | -30.1% | +325.5% | +251.1% |
| All | +268.8% | +670.0% | -401.1% | +99.8% |
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