+658.7%
OKTA vs RACE
+522.9%
+135.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | -23.2% | +6.6% | -29.8% | -25.8% |
| 3M | +18.3% | +2.2% | +16.1% | +16.3% |
| 6M | +112.6% | +22.4% | +90.2% | +88.1% |
| YTD | +106.3% | +13.8% | +92.5% | +86.8% |
| 1Y | +108.0% | +2.2% | +105.8% | +100.1% |
| 3Y | +163.2% | +25.6% | +137.6% | +105.6% |
| 5Y | -30.9% | +71.0% | -101.9% | -56.9% |
| All | +658.7% | +522.9% | +135.8% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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