+627.8%
OKTA vs RBA
+193.4%
+434.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | +0.4% | -3.3% | +3.7% | +1.6% |
| 30D | +13.8% | -9.8% | +23.6% | +18.0% |
| 3M | +48.9% | -23.5% | +72.4% | +62.3% |
| 6M | +114.9% | -21.5% | +136.5% | +131.9% |
| YTD | +97.9% | -21.2% | +119.0% | +112.8% |
| 1Y | +89.7% | -30.2% | +119.9% | +112.7% |
| 3Y | +95.8% | +25.3% | +70.5% | +74.7% |
| 5Y | -32.6% | +35.1% | -67.7% | -43.4% |
| All | +627.8% | +193.4% | +434.5% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling