+90.1%
OKTA vs RMBS
+16.3%
+73.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | +16.0% | -12.2% | +28.2% | +17.2% |
| 3M | +38.2% | -49.5% | +87.7% | +44.8% |
| 6M | +137.8% | -7.1% | +145.0% | +128.9% |
| YTD | +97.3% | -7.0% | +104.3% | +90.7% |
| 1Y | +90.1% | +13.3% | +76.8% | +76.9% |
| All | +90.1% | +16.3% | +73.8% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling