+608.2%
OKTA vs RNG
+154.3%
+453.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -6.1% | +3.7% | +0.5% |
| 30D | +13.0% | +9.6% | +3.4% | +8.4% |
| 3M | +41.7% | +83.3% | -41.6% | +3.2% |
| 6M | +105.9% | +77.9% | +28.0% | +51.7% |
| YTD | +92.6% | +139.9% | -47.4% | +14.8% |
| 1Y | +81.1% | +121.7% | -40.6% | +11.5% |
| 3Y | +84.8% | +121.9% | -37.0% | +2.3% |
| 5Y | -34.4% | -68.4% | +33.9% | -6.5% |
| All | +608.2% | +154.3% | +453.9% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling