+119.7%
OKTA vs UDR
+14.9%
+104.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +1.9% |
| 7D | -14.2% | +7.2% | -21.4% | -12.2% |
| 30D | -12.5% | +10.5% | -22.9% | -9.7% |
| 3M | +29.2% | -2.3% | +31.5% | +27.7% |
| 6M | +147.3% | +4.0% | +143.4% | +146.8% |
| YTD | +120.9% | +5.6% | +115.3% | +124.2% |
| 1Y | +119.7% | +13.0% | +106.6% | +124.2% |
| All | +119.7% | +14.9% | +104.8% | +124.2% |
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