+608.2%
OKTA vs RIO
+417.0%
+191.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | -3.2% | +0.8% | -1.5% |
| 30D | +13.0% | +0.9% | +12.1% | +12.5% |
| 3M | +41.7% | -1.4% | +43.1% | +41.8% |
| 6M | +105.9% | +10.9% | +95.0% | +98.0% |
| YTD | +92.6% | +31.2% | +61.3% | +74.9% |
| 1Y | +81.1% | +67.9% | +13.1% | +52.1% |
| 3Y | +84.8% | +88.8% | -4.0% | +48.9% |
| 5Y | -34.4% | +93.1% | -127.6% | -48.3% |
| All | +608.2% | +417.0% | +191.2% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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