+612.9%
OKTA vs UEC
+720.0%
-107.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.2% |
| 7D | +0.7% | +2.6% | -1.9% | +0.3% |
| 30D | +13.0% | +5.6% | +7.4% | +11.9% |
| 3M | +43.4% | -5.7% | +49.1% | +43.4% |
| 6M | +107.6% | -8.0% | +115.7% | +105.8% |
| YTD | +93.8% | +1.8% | +92.0% | +86.6% |
| 1Y | +80.8% | +0.6% | +80.2% | +71.3% |
| 3Y | +91.8% | +155.2% | -63.4% | +46.0% |
| 5Y | -36.4% | +305.8% | -342.2% | -57.3% |
| All | +612.9% | +720.0% | -107.1% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling