+149.0%
OKTA vs OUST
+626.4%
-477.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.5% | -3.2% |
| 7D | -19.0% | +17.0% | -36.0% | -20.7% |
| 30D | -22.6% | -16.5% | -6.1% | -21.2% |
| 3M | +17.5% | -23.7% | +41.2% | +20.2% |
| 6M | +117.8% | +18.4% | +99.5% | +106.3% |
| YTD | +95.1% | +60.8% | +34.3% | +76.2% |
| 1Y | +96.4% | +44.2% | +52.3% | +79.0% |
| 3Y | +149.0% | +668.1% | -519.1% | +55.9% |
| All | +149.0% | +626.4% | -477.5% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling