-25.7%
RKT vs OKTA
-22.7%
-3.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.8% | -3.6% |
| 7D | -1.0% | +5.9% | -6.8% | -2.5% |
| 30D | -2.4% | +14.6% | -17.0% | -6.9% |
| 3M | +1.9% | +44.0% | -42.1% | -8.8% |
| 6M | -13.9% | +116.7% | -130.6% | -32.7% |
| YTD | -30.6% | +99.8% | -130.4% | -45.1% |
| 1Y | -34.4% | +84.1% | -118.4% | -46.9% |
| 3Y | +38.2% | +97.7% | -59.5% | +3.9% |
| 5Y | -9.7% | -35.2% | +25.5% | -17.6% |
| All | -25.7% | -22.7% | -3.0% | -39.3% |
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 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