+36.8%
RKT vs OKTA
+90.2%
-53.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | -6.3% | -2.4% | -3.9% | -5.8% |
| 30D | -6.2% | +13.0% | -19.2% | -9.3% |
| 3M | -1.9% | +41.7% | -43.6% | -9.9% |
| 6M | -13.0% | +105.9% | -118.9% | -27.5% |
| YTD | -31.9% | +92.6% | -124.5% | -42.7% |
| 1Y | -37.6% | +81.1% | -118.6% | -46.7% |
| 3Y | +36.8% | +84.8% | -48.0% | +7.8% |
| All | +36.8% | +90.2% | -53.4% | +7.8% |
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 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