+246.5%
RTX vs OKTA
+670.0%
-423.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +4.8% | +8.4% | -3.6% | +4.2% |
| 30D | +6.5% | -13.7% | +20.2% | +7.4% |
| 3M | -9.6% | +18.0% | -27.7% | -11.5% |
| 6M | +12.3% | +133.8% | -121.5% | +3.4% |
| YTD | +9.5% | +111.5% | -102.0% | +1.0% |
| 1Y | +15.8% | +118.3% | -102.5% | +6.6% |
| 3Y | +157.0% | +168.0% | -11.0% | +127.3% |
| 5Y | +148.8% | -30.1% | +178.9% | +143.7% |
| All | +246.5% | +670.0% | -423.5% | +141.9% |
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