+119.7%
OKTA vs UMAC
+2.9%
+116.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.9% | +11.6% | +2.1% |
| 7D | -14.2% | -26.0% | +11.9% | -10.8% |
| 30D | -12.5% | -40.3% | +27.8% | -6.8% |
| 3M | +29.2% | -51.1% | +80.4% | +39.6% |
| 6M | +147.3% | -5.6% | +153.0% | +144.7% |
| YTD | +120.9% | +2.3% | +118.7% | +110.7% |
| 1Y | +119.7% | +7.9% | +111.8% | +107.5% |
| All | +119.7% | +2.9% | +116.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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