+25.7%
RDW vs OKTA
+83.4%
-57.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.6% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | -21.3% | +13.0% | -34.3% | -24.2% |
| 3M | -37.9% | +41.7% | -79.6% | -44.4% |
| 6M | +12.3% | +105.9% | -93.7% | -19.9% |
| YTD | +39.7% | +92.6% | -52.8% | +2.2% |
| 1Y | +25.7% | +81.1% | -55.4% | -2.1% |
| All | +25.7% | +83.4% | -57.7% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling