-30.3%
OKTA vs URA
+33.4%
-63.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | -4.6% | +2.9% | -7.5% | -5.6% |
| 30D | -19.7% | -10.8% | -8.9% | -16.0% |
| 3M | +21.2% | -25.5% | +46.8% | +34.9% |
| 6M | +123.1% | -41.2% | +164.3% | +169.0% |
| YTD | +110.8% | -21.3% | +132.0% | +117.0% |
| 1Y | +113.0% | -25.7% | +138.7% | +123.7% |
| 3Y | +168.9% | +43.1% | +125.9% | +83.9% |
| All | -30.3% | +33.4% | -63.7% | -52.7% |
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