+212.8%
RDDT vs OKTA
+55.5%
+157.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.4% |
| 7D | +2.1% | -2.4% | +4.5% | +2.8% |
| 30D | +2.8% | +13.0% | -10.2% | -2.9% |
| 3M | -8.9% | +41.7% | -50.6% | -21.0% |
| 6M | +15.1% | +105.9% | -90.9% | -16.4% |
| YTD | -31.4% | +92.6% | -123.9% | -49.1% |
| 1Y | -39.4% | +81.1% | -120.5% | -53.7% |
| All | +212.8% | +55.5% | +157.3% | +167.3% |
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