+91.8%
OKTA vs URA
+121.0%
-29.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.5% |
| 7D | +0.7% | +8.1% | -7.4% | -1.0% |
| 30D | +13.0% | +5.8% | +7.2% | +11.6% |
| 3M | +43.4% | +3.4% | +40.0% | +41.9% |
| 6M | +107.6% | -2.6% | +110.2% | +105.9% |
| YTD | +93.8% | +11.2% | +82.7% | +83.0% |
| 1Y | +80.8% | +19.8% | +61.0% | +64.2% |
| 3Y | +91.8% | +121.5% | -29.7% | +38.0% |
| All | +91.8% | +121.0% | -29.2% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling