-35.6%
OKTA vs OUST
-56.2%
+20.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +2.6% | +5.2% | -2.6% | +1.7% |
| 30D | +16.0% | -19.3% | +35.3% | +20.0% |
| 3M | +38.2% | -22.6% | +60.8% | +39.7% |
| 6M | +137.8% | +62.8% | +75.0% | +104.5% |
| YTD | +97.3% | +68.3% | +28.9% | +67.2% |
| 1Y | +90.1% | +28.5% | +61.6% | +65.3% |
| 3Y | +98.0% | +554.0% | -456.0% | -1.9% |
| All | -35.6% | -56.2% | +20.6% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling