-30.2%
OKTA vs BURL
-7.3%
-22.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +6.6% | +0.4% | +6.2% | +6.5% |
| 30D | -19.4% | -4.3% | -15.1% | -18.5% |
| 3M | +23.9% | -28.8% | +52.7% | +36.9% |
| 6M | +130.9% | -12.8% | +143.7% | +136.0% |
| YTD | +111.1% | -12.8% | +123.9% | +114.4% |
| 1Y | +115.5% | -12.3% | +127.8% | +116.5% |
| 3Y | +169.4% | +92.7% | +76.7% | +83.6% |
| 5Y | -30.2% | -6.5% | -23.6% | -30.8% |
| All | -30.2% | -7.3% | -22.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling