-29.7%
OKTA vs RBA
+45.7%
-75.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | +8.4% | +1.7% | +6.7% | +7.8% |
| 30D | -13.7% | +8.3% | -22.1% | -16.4% |
| 3M | +18.0% | +10.5% | +7.5% | +13.4% |
| 6M | +133.8% | -5.9% | +139.7% | +136.2% |
| YTD | +111.5% | -6.9% | +118.3% | +113.4% |
| 1Y | +118.3% | -4.9% | +123.2% | +118.6% |
| 3Y | +168.0% | +64.5% | +103.6% | +112.7% |
| All | -29.7% | +45.7% | -75.4% | -33.4% |
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