+91.8%
OKTA vs URI
+126.5%
-34.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.7% | +2.5% | -1.8% | +0.1% |
| 30D | +13.0% | -12.5% | +25.5% | +16.4% |
| 3M | +43.4% | -6.2% | +49.6% | +44.7% |
| 6M | +107.6% | +25.9% | +81.8% | +90.3% |
| YTD | +93.8% | +26.2% | +67.6% | +76.0% |
| 1Y | +80.8% | +5.5% | +75.3% | +74.7% |
| 3Y | +91.8% | +125.0% | -33.2% | +32.2% |
| All | +91.8% | +126.5% | -34.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling