+184.4%
RSP vs OKTA
+618.3%
-433.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | +2.6% | -3.4% | -1.1% |
| 30D | -0.3% | +16.0% | -16.4% | -2.6% |
| 3M | +4.3% | +38.2% | -33.9% | -0.6% |
| 6M | +8.8% | +137.8% | -129.0% | -4.4% |
| YTD | +15.3% | +97.3% | -82.0% | +3.5% |
| 1Y | +18.3% | +90.1% | -71.8% | +6.6% |
| 3Y | +52.8% | +98.0% | -45.2% | +33.7% |
| 5Y | +51.7% | -36.9% | +88.6% | +46.2% |
| All | +184.4% | +618.3% | -433.9% | +98.2% |
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