+172.7%
RTX vs OKTA
+97.4%
+75.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -1.6% | +5.9% | -7.5% | -1.8% |
| 30D | -11.6% | +14.6% | -26.1% | -11.9% |
| 3M | +9.2% | +44.0% | -34.8% | +8.0% |
| 6M | -4.4% | +116.7% | -121.1% | -7.0% |
| YTD | +8.9% | +99.8% | -90.9% | +6.2% |
| 1Y | +32.1% | +84.1% | -51.9% | +29.4% |
| All | +172.7% | +97.4% | +75.4% | +171.0% |
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