-27.1%
RKT vs OKTA
-25.5%
-1.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.6% |
| 7D | -6.3% | -2.4% | -3.9% | -5.7% |
| 30D | -6.2% | +13.0% | -19.2% | -10.2% |
| 3M | -1.9% | +41.7% | -43.6% | -11.9% |
| 6M | -13.0% | +105.9% | -118.9% | -31.1% |
| YTD | -31.9% | +92.6% | -124.5% | -45.6% |
| 1Y | -37.6% | +81.1% | -118.6% | -49.3% |
| 3Y | +36.8% | +84.8% | -48.0% | +4.9% |
| 5Y | -9.7% | -34.4% | +24.7% | -17.8% |
| All | -27.1% | -25.5% | -1.6% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling