+119.7%
OKTA vs RNG
+179.4%
-59.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -14.2% | -9.6% | -4.6% | -11.4% |
| 30D | -12.5% | -1.4% | -11.1% | -11.8% |
| 3M | +29.2% | +28.8% | +0.5% | +22.3% |
| 6M | +147.3% | +65.6% | +81.8% | +118.1% |
| YTD | +120.9% | +171.4% | -50.4% | +83.7% |
| 1Y | +119.7% | +185.3% | -65.6% | +79.4% |
| All | +119.7% | +179.4% | -59.7% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling