+634.8%
OKTA vs UL
+53.9%
+580.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.7% | +3.5% |
| 7D | +5.9% | -3.2% | +9.1% | +6.8% |
| 30D | +14.6% | -0.6% | +15.2% | +14.6% |
| 3M | +44.0% | +9.4% | +34.6% | +39.4% |
| 6M | +116.7% | -4.1% | +120.8% | +118.1% |
| YTD | +99.8% | -2.0% | +101.7% | +98.2% |
| 1Y | +84.1% | -9.0% | +93.0% | +87.2% |
| 3Y | +97.7% | +21.8% | +75.9% | +74.4% |
| 5Y | -35.2% | +20.6% | -55.8% | -43.8% |
| All | +634.8% | +53.9% | +580.8% | +567.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling