-0.4%
ROL vs OKTA
+97.4%
-97.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.2% | -1.2% |
| 7D | -3.3% | +5.9% | -9.2% | -3.4% |
| 30D | -7.2% | +14.6% | -21.8% | -7.4% |
| 3M | -27.0% | +44.0% | -71.0% | -27.7% |
| 6M | -39.5% | +116.7% | -156.2% | -41.6% |
| YTD | -41.8% | +99.8% | -141.6% | -43.5% |
| 1Y | -38.9% | +84.1% | -122.9% | -40.4% |
| All | -0.4% | +97.4% | -97.8% | -2.9% |
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