-35.2%
OKTA vs RBA
+39.8%
-75.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.4% |
| 3M | +44.0% | -23.1% | +67.1% | +56.8% |
| 6M | +116.7% | -22.6% | +139.3% | +135.0% |
| YTD | +99.8% | -20.4% | +120.2% | +114.0% |
| 1Y | +84.1% | -29.6% | +113.6% | +105.9% |
| 3Y | +97.7% | +26.6% | +71.1% | +73.9% |
| 5Y | -35.2% | +38.2% | -73.3% | -47.9% |
| All | -35.2% | +39.8% | -75.0% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling