+108.0%
OKTA vs BURL
-10.6%
+118.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -6.0% | +5.9% | -11.8% | -6.1% |
| 30D | -23.2% | -8.3% | -14.9% | -22.8% |
| 3M | +18.3% | -31.6% | +49.9% | +24.0% |
| 6M | +112.6% | -16.6% | +129.2% | +109.8% |
| YTD | +106.3% | -12.1% | +118.4% | +104.2% |
| 1Y | +108.0% | -10.0% | +118.0% | +107.4% |
| All | +108.0% | -10.6% | +118.6% | +107.4% |
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