+625.6%
OKTA vs URA
+292.7%
+333.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.6% | +1.1% | +1.6% | +2.3% |
| 30D | +16.0% | +7.4% | +8.6% | +13.2% |
| 3M | +38.2% | -8.4% | +46.6% | +41.3% |
| 6M | +137.8% | -12.7% | +150.5% | +143.2% |
| YTD | +97.3% | +7.8% | +89.5% | +84.1% |
| 1Y | +90.1% | +19.5% | +70.7% | +67.3% |
| 3Y | +98.0% | +116.4% | -18.4% | +30.4% |
| 5Y | -36.9% | +134.3% | -171.2% | -60.6% |
| All | +625.6% | +292.7% | +333.0% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling