+676.4%
OKTA vs RACE
+507.5%
+168.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.5% |
| 7D | +6.6% | -4.0% | +10.7% | +9.0% |
| 30D | -19.4% | +3.5% | -23.0% | -21.0% |
| 3M | +23.9% | -0.4% | +24.3% | +23.5% |
| 6M | +130.9% | +23.2% | +107.7% | +103.5% |
| YTD | +111.1% | +11.0% | +100.1% | +93.7% |
| 1Y | +115.5% | -2.2% | +117.8% | +112.4% |
| 3Y | +169.4% | +22.5% | +146.8% | +113.2% |
| 5Y | -30.2% | +63.2% | -93.4% | -55.4% |
| All | +676.4% | +507.5% | +168.9% | +174.4% |
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