+119.7%
OKTA vs OUST
+11.1%
+108.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.7% | -15.0% | -1.7% |
| 7D | -14.2% | -0.2% | -14.0% | -14.3% |
| 30D | -12.5% | -24.0% | +11.5% | -9.8% |
| 3M | +29.2% | -29.9% | +59.1% | +33.8% |
| 6M | +147.3% | +19.1% | +128.2% | +132.3% |
| YTD | +120.9% | +55.0% | +66.0% | +92.1% |
| 1Y | +119.7% | +21.2% | +98.5% | +99.6% |
| All | +119.7% | +11.1% | +108.6% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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