+675.2%
OKTA vs URI
+868.9%
-193.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.0% |
| 7D | -4.6% | +2.6% | -7.2% | -5.2% |
| 30D | -19.7% | +9.1% | -28.8% | -21.5% |
| 3M | +21.2% | +1.0% | +20.3% | +20.6% |
| 6M | +123.1% | +23.3% | +99.8% | +108.4% |
| YTD | +110.8% | +43.3% | +67.5% | +84.8% |
| 1Y | +113.0% | +35.9% | +77.0% | +89.7% |
| 3Y | +168.9% | +158.6% | +10.3% | +93.2% |
| 5Y | -28.7% | +213.1% | -241.8% | -52.7% |
| All | +675.2% | +868.9% | -193.7% | +248.7% |
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