+617.5%
OKTA vs BURL
+158.0%
+459.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -19.0% | +4.1% | -23.1% | -19.9% |
| 30D | -22.6% | -9.5% | -13.2% | -20.6% |
| 3M | +17.5% | -33.5% | +51.1% | +30.6% |
| 6M | +117.8% | -22.1% | +139.9% | +129.7% |
| YTD | +95.1% | -14.6% | +109.7% | +99.4% |
| 1Y | +96.4% | -8.4% | +104.8% | +95.0% |
| 3Y | +149.0% | +86.6% | +62.4% | +89.6% |
| 5Y | -33.8% | -17.2% | -16.7% | -38.6% |
| All | +617.5% | +158.0% | +459.6% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling