+90.0%
OKTA vs RIO
+87.1%
+2.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | +0.5% |
| 7D | +0.4% | -3.4% | +3.8% | +1.5% |
| 30D | +13.8% | +0.6% | +13.2% | +13.3% |
| 3M | +48.9% | +2.5% | +46.4% | +46.8% |
| 6M | +114.9% | +10.8% | +104.1% | +104.3% |
| YTD | +97.9% | +30.5% | +67.4% | +72.8% |
| 1Y | +89.7% | +68.1% | +21.5% | +46.4% |
| All | +90.0% | +87.1% | +2.9% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling