-30.2%
RIG vs OKTA
+90.2%
-120.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | -0.5% | +13.0% | -13.6% | -2.8% |
| 3M | -6.0% | +41.7% | -47.7% | -11.6% |
| 6M | -10.1% | +105.9% | -116.1% | -22.3% |
| YTD | +37.3% | +92.6% | -55.3% | +19.7% |
| 1Y | +73.9% | +81.1% | -7.1% | +53.1% |
| 3Y | -30.2% | +84.8% | -115.0% | -40.0% |
| All | -30.2% | +90.2% | -120.4% | -40.0% |
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