+675.2%
OKTA vs BURL
+167.9%
+507.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.3% |
| 30D | -19.7% | -4.4% | -15.3% | -18.9% |
| 3M | +21.2% | -28.6% | +49.8% | +32.1% |
| 6M | +123.1% | -12.3% | +135.4% | +127.5% |
| YTD | +110.8% | -11.3% | +122.0% | +113.2% |
| 1Y | +113.0% | -10.4% | +123.4% | +113.2% |
| 3Y | +168.9% | +96.1% | +72.8% | +102.0% |
| 5Y | -28.7% | -5.0% | -23.7% | -35.9% |
| All | +675.2% | +167.9% | +507.3% | +349.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling