+119.7%
OKTA vs URI
+33.3%
+86.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.8% |
| 7D | -14.2% | -4.3% | -9.9% | -14.1% |
| 30D | -12.5% | +4.6% | -17.1% | -12.6% |
| 3M | +29.2% | -2.1% | +31.4% | +29.2% |
| 6M | +147.3% | +21.9% | +125.4% | +145.3% |
| YTD | +120.9% | +39.7% | +81.2% | +113.9% |
| 1Y | +119.7% | +32.9% | +86.8% | +118.9% |
| All | +119.7% | +33.3% | +86.4% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling