+119.7%
OKTA vs BURL
-4.6%
+124.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.6% |
| 7D | -14.2% | +10.4% | -24.6% | -14.4% |
| 30D | -12.5% | -4.9% | -7.5% | -12.2% |
| 3M | +29.2% | -29.8% | +59.0% | +34.9% |
| 6M | +147.3% | -16.5% | +163.8% | +144.2% |
| YTD | +120.9% | -10.5% | +131.5% | +118.6% |
| 1Y | +119.7% | -5.3% | +125.0% | +119.4% |
| All | +119.7% | -4.6% | +124.2% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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