+634.8%
OKTA vs RIO
+436.5%
+198.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.9% | +1.0% | +4.9% | +5.6% |
| 30D | +14.6% | +4.0% | +10.5% | +13.0% |
| 3M | +44.0% | +4.5% | +39.5% | +41.6% |
| 6M | +116.7% | +17.3% | +99.4% | +105.0% |
| YTD | +99.8% | +36.2% | +63.6% | +79.5% |
| 1Y | +84.1% | +76.1% | +7.9% | +52.5% |
| 3Y | +97.7% | +102.5% | -4.8% | +56.1% |
| 5Y | -35.2% | +103.5% | -138.7% | -49.6% |
| All | +634.8% | +436.5% | +198.2% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling