-35.2%
OKTA vs URA
+132.7%
-167.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | +5.9% | +5.7% | +0.1% | +3.8% |
| 30D | +14.6% | +5.6% | +9.0% | +12.3% |
| 3M | +44.0% | +6.2% | +37.8% | +40.1% |
| 6M | +116.7% | -8.2% | +125.0% | +118.4% |
| YTD | +99.8% | +9.7% | +90.1% | +83.6% |
| 1Y | +84.1% | +17.0% | +67.1% | +60.8% |
| 3Y | +97.7% | +118.5% | -20.8% | +20.0% |
| 5Y | -35.2% | +134.3% | -169.5% | -62.4% |
| All | -35.2% | +132.7% | -167.9% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling