-22.7%
OKTA vs OUST
-65.5%
+42.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +1.6% |
| 7D | +8.4% | -3.8% | +12.2% | +9.0% |
| 30D | -13.7% | +5.1% | -18.8% | -14.7% |
| 3M | +18.0% | -25.8% | +43.8% | +22.6% |
| 6M | +133.8% | -2.0% | +135.9% | +123.7% |
| YTD | +111.5% | +54.7% | +56.8% | +81.8% |
| 1Y | +118.3% | +48.8% | +69.5% | +88.2% |
| 3Y | +168.0% | +607.8% | -439.8% | +38.8% |
| 5Y | -30.1% | -52.7% | +22.6% | -43.9% |
| All | -22.7% | -65.5% | +42.8% | -36.5% |
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