+84.8%
OKTA vs AUR
+84.2%
+0.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +13.0% | -6.4% | +19.4% | +13.8% |
| 3M | +41.7% | +7.7% | +34.0% | +39.1% |
| 6M | +105.9% | +44.5% | +61.4% | +92.2% |
| YTD | +92.6% | +67.4% | +25.1% | +75.3% |
| 1Y | +81.1% | +15.4% | +65.6% | +72.9% |
| 3Y | +84.8% | +94.8% | -10.0% | +33.8% |
| All | +84.8% | +84.2% | +0.6% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling