-53.6%
RIG vs OKTA
+620.5%
-674.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | -0.7% | +13.8% | -14.5% | -3.3% |
| 3M | -4.0% | +48.9% | -52.9% | -10.8% |
| 6M | -6.3% | +114.9% | -121.3% | -19.2% |
| YTD | +39.7% | +97.9% | -58.2% | +21.6% |
| 1Y | +78.1% | +89.7% | -11.6% | +55.7% |
| 3Y | -29.5% | +95.8% | -125.3% | -40.0% |
| 5Y | +65.3% | -32.6% | +98.0% | +52.1% |
| All | -53.6% | +620.5% | -674.0% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling