+113.0%
OKTA vs OUST
+50.6%
+62.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -4.6% | +14.0% | -18.6% | -6.6% |
| 30D | -19.7% | +2.5% | -22.3% | -20.6% |
| 3M | +21.2% | -15.3% | +36.5% | +22.0% |
| 6M | +123.1% | +42.6% | +80.5% | +104.4% |
| YTD | +110.8% | +76.6% | +34.1% | +78.1% |
| 1Y | +113.0% | +54.1% | +58.9% | +84.2% |
| All | +113.0% | +50.6% | +62.4% | +84.2% |
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