+652.2%
RGTI vs OKTA
+90.2%
+562.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +2.1% |
| 7D | +0.5% | -2.4% | +2.9% | +1.5% |
| 30D | -17.1% | +13.0% | -30.1% | -23.7% |
| 3M | -26.0% | +41.7% | -67.7% | -40.1% |
| 6M | -9.9% | +105.9% | -115.8% | -45.6% |
| YTD | -31.1% | +92.6% | -123.6% | -56.8% |
| 1Y | -8.5% | +81.1% | -89.6% | -39.6% |
| 3Y | +652.2% | +84.8% | +567.4% | +376.9% |
| All | +652.2% | +90.2% | +562.0% | +376.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling