+56.2%
RIG vs OKTA
-34.5%
+90.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -0.5% | +13.0% | -13.6% | -3.2% |
| 3M | -6.0% | +41.7% | -47.7% | -12.3% |
| 6M | -10.1% | +105.9% | -116.1% | -22.9% |
| YTD | +37.3% | +92.6% | -55.3% | +18.6% |
| 1Y | +73.9% | +81.1% | -7.1% | +51.6% |
| 3Y | -30.2% | +84.8% | -115.0% | -40.8% |
| All | +56.2% | -34.5% | +90.6% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling