+608.2%
OKTA vs UEC
+620.7%
-12.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -1.9% |
| 7D | -2.4% | -9.4% | +7.0% | -0.9% |
| 30D | +13.0% | -8.0% | +21.0% | +14.3% |
| 3M | +41.7% | -1.7% | +43.4% | +41.4% |
| 6M | +105.9% | -26.1% | +132.1% | +111.3% |
| YTD | +92.6% | -10.5% | +103.1% | +89.1% |
| 1Y | +81.1% | -13.3% | +94.3% | +75.7% |
| 3Y | +84.8% | +116.4% | -31.5% | +44.4% |
| 5Y | -34.4% | +225.5% | -260.0% | -54.5% |
| All | +608.2% | +620.7% | -12.5% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling