+634.8%
OKTA vs URI
+764.7%
-129.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.7% |
| 7D | +5.9% | +5.0% | +0.9% | +4.5% |
| 30D | +14.6% | -9.4% | +24.0% | +17.5% |
| 3M | +44.0% | -5.8% | +49.8% | +45.4% |
| 6M | +116.7% | +25.8% | +90.9% | +98.3% |
| YTD | +99.8% | +27.9% | +71.9% | +80.8% |
| 1Y | +84.1% | +9.7% | +74.3% | +74.0% |
| 3Y | +97.7% | +128.0% | -30.3% | +46.9% |
| 5Y | -35.2% | +212.4% | -247.6% | -56.6% |
| All | +634.8% | +764.7% | -129.9% | +241.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling