+119.7%
OKTA vs UL
+1.7%
+118.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +2.6% |
| 7D | -14.2% | +4.7% | -18.9% | -11.7% |
| 30D | -12.5% | +11.6% | -24.0% | -7.0% |
| 3M | +29.2% | +5.3% | +23.9% | +33.4% |
| 6M | +147.3% | +16.0% | +131.3% | +171.6% |
| YTD | +120.9% | +5.0% | +116.0% | +131.7% |
| 1Y | +119.7% | +1.1% | +118.6% | +129.0% |
| All | +119.7% | +1.7% | +118.0% | +129.0% |
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