+91.8%
OKTA vs RBA
+26.3%
+65.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.3% |
| 7D | +5.9% | -1.9% | +7.8% | +6.6% |
| 30D | +14.6% | -13.0% | +27.5% | +20.0% |
| 3M | +44.0% | -23.1% | +67.1% | +55.8% |
| 6M | +116.7% | -22.6% | +139.3% | +133.5% |
| YTD | +99.8% | -20.4% | +120.2% | +112.8% |
| 1Y | +84.1% | -29.6% | +113.6% | +104.2% |
| All | +91.8% | +26.3% | +65.5% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling