+90.1%
OKTA vs UL
-8.6%
+98.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | -1.3% | +4.0% | +1.9% |
| 30D | +16.0% | +0.5% | +15.5% | +16.2% |
| 3M | +38.2% | +17.6% | +20.6% | +52.2% |
| 6M | +137.8% | -5.4% | +143.2% | +135.9% |
| YTD | +97.3% | +0.7% | +96.6% | +101.3% |
| 1Y | +90.1% | -9.3% | +99.4% | +96.3% |
| All | +90.1% | -8.6% | +98.7% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling