+162.9%
RTX vs OKTA
-34.4%
+197.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.8% |
| 7D | -1.6% | +5.9% | -7.5% | -1.9% |
| 30D | -11.6% | +14.6% | -26.1% | -12.4% |
| 3M | +9.2% | +44.0% | -34.8% | +6.7% |
| 6M | -4.4% | +116.7% | -121.1% | -9.4% |
| YTD | +8.9% | +99.8% | -90.9% | +3.6% |
| 1Y | +32.1% | +84.1% | -51.9% | +26.3% |
| 3Y | +151.2% | +97.7% | +53.5% | +135.6% |
| 5Y | +162.9% | -35.2% | +198.1% | +164.8% |
| All | +162.9% | -34.4% | +197.3% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling