+190.2%
RSP vs OKTA
+667.4%
-477.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -0.3% | -4.6% | +4.3% | +0.2% |
| 30D | +4.4% | -19.7% | +24.2% | +6.8% |
| 3M | +1.3% | +21.2% | -20.0% | -2.1% |
| 6M | +10.0% | +123.1% | -113.1% | -2.6% |
| YTD | +17.6% | +110.8% | -93.1% | +4.2% |
| 1Y | +19.2% | +113.0% | -93.7% | +5.4% |
| 3Y | +66.0% | +168.9% | -102.9% | +39.2% |
| 5Y | +50.4% | -28.7% | +79.1% | +42.1% |
| All | +190.2% | +667.4% | -477.1% | +99.5% |
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 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