-33.3%
OKTA vs RIO
+91.0%
-124.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | +13.0% | +0.9% | +12.1% | +12.4% |
| 3M | +41.7% | -1.4% | +43.1% | +41.8% |
| 6M | +105.9% | +10.9% | +95.0% | +96.1% |
| YTD | +92.6% | +31.2% | +61.3% | +70.4% |
| 1Y | +81.1% | +67.9% | +13.1% | +45.0% |
| 3Y | +84.8% | +88.8% | -4.0% | +39.5% |
| All | -33.3% | +91.0% | -124.3% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling