+188.3%
RSP vs OKTA
+670.0%
-481.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.4% | +8.4% | -6.0% | +1.4% |
| 30D | +4.3% | -13.7% | +18.0% | +5.7% |
| 3M | -0.3% | +18.0% | -18.4% | -3.3% |
| 6M | +9.8% | +133.8% | -124.0% | -3.3% |
| YTD | +16.8% | +111.5% | -94.7% | +3.5% |
| 1Y | +19.5% | +118.3% | -98.8% | +5.3% |
| 3Y | +65.1% | +168.0% | -102.9% | +38.5% |
| 5Y | +48.7% | -30.1% | +78.8% | +40.9% |
| All | +188.3% | +670.0% | -481.7% | +98.1% |
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