+90.1%
OKTA vs UDR
-1.4%
+91.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | -2.0% | +4.6% | +2.0% |
| 30D | +16.0% | -5.2% | +21.2% | +14.6% |
| 3M | +38.2% | -5.8% | +43.9% | +36.4% |
| 6M | +137.8% | -1.7% | +139.5% | +136.4% |
| YTD | +97.3% | +2.4% | +94.9% | +97.0% |
| 1Y | +90.1% | -2.1% | +92.2% | +96.3% |
| All | +90.1% | -1.4% | +91.5% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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