-33.3%
OKTA vs UL
+18.7%
-52.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -2.4% | -3.4% | +1.0% | -2.0% |
| 30D | +13.0% | +0.5% | +12.5% | +12.8% |
| 3M | +41.7% | +7.2% | +34.5% | +39.9% |
| 6M | +105.9% | -3.1% | +109.0% | +107.4% |
| YTD | +92.6% | -2.7% | +95.3% | +92.5% |
| 1Y | +81.1% | -10.2% | +91.3% | +85.1% |
| 3Y | +84.8% | +20.3% | +64.6% | +66.7% |
| All | -33.3% | +18.7% | -52.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling