+634.8%
OKTA vs UDR
+37.7%
+597.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +3.7% |
| 7D | +5.9% | -3.3% | +9.1% | +7.0% |
| 30D | +14.6% | -5.6% | +20.2% | +16.4% |
| 3M | +44.0% | -9.4% | +53.4% | +48.1% |
| 6M | +116.7% | -3.0% | +119.7% | +116.6% |
| YTD | +99.8% | -0.4% | +100.2% | +97.7% |
| 1Y | +84.1% | -5.1% | +89.2% | +85.0% |
| 3Y | +97.7% | +4.2% | +93.5% | +90.3% |
| 5Y | -35.2% | -19.5% | -15.7% | -32.7% |
| All | +634.8% | +37.7% | +597.0% | +606.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling