+90.1%
OKTA vs UMAC
+473.8%
-383.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.6% |
| 7D | -2.4% | -3.4% | +1.0% | -2.3% |
| 30D | +13.0% | -15.1% | +28.1% | +13.6% |
| 3M | +41.7% | -10.8% | +52.5% | +41.6% |
| 6M | +105.9% | +15.7% | +90.3% | +102.3% |
| YTD | +92.6% | +80.1% | +12.4% | +86.8% |
| 1Y | +81.1% | +116.7% | -35.7% | +74.4% |
| All | +90.1% | +473.8% | -383.7% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling