+627.8%
OKTA vs URA
+283.6%
+344.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | +0.4% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +13.8% | -0.4% | +14.2% | +13.8% |
| 3M | +48.9% | +6.3% | +42.6% | +44.9% |
| 6M | +114.9% | -14.0% | +128.9% | +121.5% |
| YTD | +97.9% | +5.3% | +92.6% | +86.0% |
| 1Y | +89.7% | +11.7% | +78.0% | +71.1% |
| 3Y | +95.8% | +109.8% | -14.0% | +30.3% |
| 5Y | -32.6% | +108.0% | -140.6% | -56.3% |
| All | +627.8% | +283.6% | +344.2% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling