-9.7%
RKT vs OKTA
-35.6%
+25.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | -7.2% | +0.4% | -7.6% | -7.4% |
| 30D | -7.9% | +13.8% | -21.7% | -12.0% |
| 3M | +5.2% | +48.9% | -43.7% | -6.9% |
| 6M | -14.9% | +114.9% | -129.8% | -33.6% |
| YTD | -31.9% | +97.9% | -129.8% | -46.1% |
| 1Y | -36.9% | +89.7% | -126.6% | -49.5% |
| 3Y | +35.7% | +95.8% | -60.1% | +1.6% |
| 5Y | -9.7% | -32.6% | +23.0% | -18.3% |
| All | -9.7% | -35.6% | +25.9% | -18.3% |
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