+81.1%
OKTA vs UL
-9.2%
+90.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.4% |
| 7D | -2.4% | -3.4% | +1.0% | -4.1% |
| 30D | +13.0% | +0.5% | +12.5% | +13.2% |
| 3M | +41.7% | +7.2% | +34.5% | +47.7% |
| 6M | +105.9% | -3.1% | +109.0% | +106.7% |
| YTD | +92.6% | -2.7% | +95.3% | +93.1% |
| 1Y | +81.1% | -10.2% | +91.3% | +81.9% |
| All | +81.1% | -9.2% | +90.2% | +81.9% |
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