+200.0%
RCL vs OKTA
+605.7%
-405.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -17.3% | +13.0% | -30.3% | -20.3% |
| 3M | -2.8% | +43.4% | -46.2% | -11.3% |
| 6M | -4.4% | +107.6% | -112.0% | -21.1% |
| YTD | -4.2% | +93.8% | -98.0% | -20.3% |
| 1Y | -23.4% | +80.8% | -104.2% | -35.3% |
| 3Y | +179.4% | +91.8% | +87.6% | +125.5% |
| 5Y | +238.8% | -36.4% | +275.1% | +209.6% |
| All | +200.0% | +605.7% | -405.7% | +67.3% |
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 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