+625.6%
OKTA vs RBA
+204.3%
+421.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.6% | -2.9% | +5.6% | +3.7% |
| 30D | +16.0% | -12.3% | +28.3% | +21.5% |
| 3M | +38.2% | -20.5% | +58.7% | +48.7% |
| 6M | +137.8% | -18.5% | +156.3% | +153.3% |
| YTD | +97.3% | -18.2% | +115.5% | +109.4% |
| 1Y | +90.1% | -27.5% | +117.6% | +110.3% |
| 3Y | +98.0% | +38.1% | +59.9% | +70.6% |
| 5Y | -36.9% | +44.8% | -81.7% | -48.3% |
| All | +625.6% | +204.3% | +421.4% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling