-36.4%
OKTA vs RACE
+92.4%
-128.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | +0.7% | -1.0% | +1.7% | +1.3% |
| 30D | +13.0% | -1.5% | +14.5% | +13.8% |
| 3M | +43.4% | +15.5% | +28.0% | +32.1% |
| 6M | +107.6% | +17.3% | +90.3% | +87.7% |
| YTD | +93.8% | +11.1% | +82.7% | +78.7% |
| 1Y | +80.8% | -14.3% | +95.1% | +92.1% |
| 3Y | +91.8% | +40.2% | +51.6% | +22.7% |
| 5Y | -36.4% | +92.6% | -128.9% | -70.6% |
| All | -36.4% | +92.4% | -128.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling