-33.3%
OKTA vs RMBS
+265.4%
-298.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | +13.0% | -13.9% | +26.9% | +17.6% |
| 3M | +41.7% | -39.8% | +81.5% | +60.6% |
| 6M | +105.9% | -6.0% | +111.9% | +91.4% |
| YTD | +92.6% | -5.4% | +97.9% | +74.6% |
| 1Y | +81.1% | -1.8% | +82.9% | +57.3% |
| 3Y | +84.8% | +53.7% | +31.2% | +15.4% |
| All | -33.3% | +265.4% | -298.7% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling