+54.2%
RSP vs OKTA
+91.3%
-37.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.9% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -1.5% | +13.0% | -14.5% | -2.8% |
| 3M | +4.8% | +43.4% | -38.6% | +0.8% |
| 6M | +10.3% | +107.6% | -97.4% | +1.0% |
| YTD | +14.1% | +93.8% | -79.8% | +5.1% |
| 1Y | +17.0% | +80.8% | -63.8% | +8.6% |
| 3Y | +54.2% | +91.8% | -37.6% | +39.5% |
| All | +54.2% | +91.3% | -37.1% | +39.5% |
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