-4.2%
ROL vs OKTA
-34.4%
+30.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.2% | -1.3% |
| 7D | -3.3% | +5.9% | -9.2% | -3.5% |
| 30D | -7.2% | +14.6% | -21.8% | -8.0% |
| 3M | -27.0% | +44.0% | -71.0% | -28.6% |
| 6M | -39.5% | +116.7% | -156.2% | -42.8% |
| YTD | -41.8% | +99.8% | -141.6% | -44.8% |
| 1Y | -38.9% | +84.1% | -122.9% | -41.7% |
| 3Y | -0.4% | +97.7% | -98.1% | -6.8% |
| 5Y | -4.2% | -35.2% | +31.0% | +5.3% |
| All | -4.2% | -34.4% | +30.2% | +5.3% |
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