+39.7%
RIG vs OKTA
+114.8%
-75.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -7.7% |
| 7D | -18.8% | -14.2% | -4.6% | -18.2% |
| 30D | -1.1% | -12.5% | +11.4% | -0.6% |
| 3M | +4.4% | +29.2% | -24.8% | +3.4% |
| 6M | -20.8% | +147.3% | -168.1% | -26.1% |
| YTD | +32.0% | +120.9% | -89.0% | +25.4% |
| 1Y | +39.7% | +119.7% | -79.9% | +31.7% |
| All | +39.7% | +114.8% | -75.0% | +31.7% |
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