+119.7%
OKTA vs AUR
-17.4%
+137.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +1.7% |
| 7D | -14.2% | -19.8% | +5.6% | -10.2% |
| 30D | -12.5% | -29.0% | +16.6% | -6.1% |
| 3M | +29.2% | -43.6% | +72.8% | +44.5% |
| 6M | +147.3% | -36.6% | +184.0% | +166.5% |
| YTD | +120.9% | +6.3% | +114.7% | +102.1% |
| 1Y | +119.7% | -9.0% | +128.7% | +109.4% |
| All | +119.7% | -17.4% | +137.1% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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