+167.1%
OKTA vs URA
+43.1%
+124.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -4.6% | +2.9% | -7.5% | -5.2% |
| 30D | -19.7% | -10.8% | -8.9% | -17.5% |
| 3M | +21.2% | -25.5% | +46.8% | +29.3% |
| 6M | +123.1% | -41.2% | +164.3% | +149.5% |
| YTD | +110.8% | -21.3% | +132.0% | +114.4% |
| 1Y | +113.0% | -25.7% | +138.7% | +119.5% |
| All | +167.1% | +43.1% | +124.1% | +113.3% |
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 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