+140.2%
ROL vs OKTA
+620.5%
-480.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -6.6% | +13.8% | -20.4% | -8.2% |
| 3M | -27.3% | +48.9% | -76.2% | -30.6% |
| 6M | -38.1% | +114.9% | -153.0% | -43.9% |
| YTD | -41.8% | +97.9% | -139.6% | -46.9% |
| 1Y | -37.8% | +89.7% | -127.5% | -43.1% |
| 3Y | -0.3% | +95.8% | -96.2% | -11.5% |
| 5Y | -5.1% | -32.6% | +27.6% | -4.9% |
| All | +140.2% | +620.5% | -480.3% | +68.8% |
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