+84.8%
OKTA vs UEC
+122.3%
-37.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -2.1% |
| 7D | -2.4% | -9.4% | +7.0% | -1.4% |
| 30D | +13.0% | -8.0% | +21.0% | +14.1% |
| 3M | +41.7% | -1.7% | +43.4% | +41.8% |
| 6M | +105.9% | -26.1% | +132.1% | +109.8% |
| YTD | +92.6% | -10.5% | +103.1% | +90.1% |
| 1Y | +81.1% | -13.3% | +94.3% | +76.8% |
| 3Y | +84.8% | +116.4% | -31.5% | +55.9% |
| All | +84.8% | +122.3% | -37.5% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling