-32.6%
OKTA vs UEC
+273.6%
-306.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | 0.0% |
| 7D | +0.4% | -4.3% | +4.7% | +1.2% |
| 30D | +13.8% | -3.8% | +17.7% | +14.4% |
| 3M | +48.9% | +17.0% | +31.9% | +43.7% |
| 6M | +114.9% | -23.9% | +138.8% | +120.2% |
| YTD | +97.9% | -5.7% | +103.5% | +90.9% |
| 1Y | +89.7% | -12.5% | +102.2% | +81.5% |
| 3Y | +95.8% | +136.5% | -40.7% | +34.9% |
| 5Y | -32.6% | +243.3% | -275.9% | -61.2% |
| All | -32.6% | +273.6% | -306.2% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling