+171.6%
ROL vs OKTA
+670.0%
-498.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +3.0% | +8.4% | -5.4% | +2.2% |
| 30D | +19.8% | -13.7% | +33.5% | +21.0% |
| 3M | +7.9% | +18.0% | -10.1% | +5.1% |
| 6M | -25.6% | +133.8% | -159.5% | -33.4% |
| YTD | -34.1% | +111.5% | -145.6% | -40.7% |
| 1Y | -31.4% | +118.3% | -149.7% | -38.5% |
| 3Y | +4.7% | +168.0% | -163.3% | -10.7% |
| 5Y | +15.6% | -30.1% | +45.7% | +15.1% |
| All | +171.6% | +670.0% | -498.4% | +88.6% |
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