+23.1%
OKTA vs RVMD
+622.3%
-599.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | +13.0% | -0.7% | +13.8% | +13.3% |
| 3M | +41.7% | +36.5% | +5.2% | +32.1% |
| 6M | +105.9% | +104.6% | +1.3% | +71.8% |
| YTD | +92.6% | +155.8% | -63.3% | +49.6% |
| 1Y | +81.1% | +340.7% | -259.6% | +22.7% |
| 3Y | +84.8% | +519.9% | -435.1% | +8.1% |
| 5Y | -34.4% | +584.9% | -619.4% | -66.5% |
| All | +23.1% | +622.3% | -599.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling