+634.8%
OKTA vs RNG
+156.9%
+477.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +5.9% | -4.1% | +9.9% | +7.9% |
| 30D | +14.6% | +8.6% | +5.9% | +10.4% |
| 3M | +44.0% | +78.0% | -34.0% | +6.4% |
| 6M | +116.7% | +67.0% | +49.7% | +64.3% |
| YTD | +99.8% | +142.4% | -42.7% | +18.6% |
| 1Y | +84.1% | +120.4% | -36.4% | +13.7% |
| 3Y | +97.7% | +122.1% | -24.4% | +9.4% |
| 5Y | -35.2% | -69.8% | +34.7% | -4.8% |
| All | +634.8% | +156.9% | +477.8% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling