+484.4%
RIOT vs OKTA
+620.5%
-136.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -4.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +3.5% | +13.8% | -10.3% | -4.5% |
| 3M | -13.0% | +48.9% | -61.9% | -30.0% |
| 6M | +43.1% | +114.9% | -71.8% | -8.4% |
| YTD | +65.4% | +97.9% | -32.5% | +8.8% |
| 1Y | +27.7% | +89.7% | -61.9% | -14.0% |
| 3Y | +91.3% | +95.8% | -4.5% | +17.8% |
| 5Y | -29.3% | -32.6% | +3.4% | -32.8% |
| All | +484.4% | +620.5% | -136.1% | +283.0% |
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 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