+625.6%
OKTA vs RACE
+514.2%
+111.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | +2.6% | -2.5% | +5.1% | +4.1% |
| 30D | +16.0% | +0.8% | +15.2% | +15.4% |
| 3M | +38.2% | +17.2% | +21.0% | +26.0% |
| 6M | +137.8% | +13.6% | +124.2% | +118.3% |
| YTD | +97.3% | +12.2% | +85.1% | +80.7% |
| 1Y | +90.1% | -16.3% | +106.4% | +103.0% |
| 3Y | +98.0% | +36.4% | +61.6% | +46.0% |
| 5Y | -36.9% | +95.0% | -131.9% | -63.3% |
| All | +625.6% | +514.2% | +111.4% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling