+84.8%
OKTA vs RNG
+119.8%
-34.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -6.1% | +3.7% | -0.6% |
| 30D | +13.0% | +9.6% | +3.4% | +10.2% |
| 3M | +41.7% | +83.3% | -41.6% | +16.7% |
| 6M | +105.9% | +77.9% | +28.0% | +71.9% |
| YTD | +92.6% | +139.9% | -47.4% | +44.3% |
| 1Y | +81.1% | +121.7% | -40.6% | +38.8% |
| 3Y | +84.8% | +121.9% | -37.0% | +33.1% |
| All | +84.8% | +119.8% | -34.9% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling