-24.6%
OKTA vs OUST
-60.6%
+36.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -6.0% | +31.9% | -37.9% | -10.6% |
| 30D | -23.2% | -4.2% | -19.0% | -22.9% |
| 3M | +18.3% | -9.3% | +27.6% | +18.7% |
| 6M | +112.6% | +51.7% | +60.9% | +87.5% |
| YTD | +106.3% | +76.6% | +29.7% | +73.5% |
| 1Y | +108.0% | +48.9% | +59.1% | +79.5% |
| 3Y | +163.2% | +675.3% | -512.1% | +34.6% |
| 5Y | -30.9% | -44.0% | +13.2% | -46.0% |
| All | -24.6% | -60.6% | +36.0% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling