-36.4%
OKTA vs URI
+206.8%
-243.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.7% | +2.5% | -1.8% | -0.2% |
| 30D | +13.0% | -12.5% | +25.5% | +18.5% |
| 3M | +43.4% | -6.2% | +49.6% | +45.5% |
| 6M | +107.6% | +25.9% | +81.8% | +81.9% |
| YTD | +93.8% | +26.2% | +67.6% | +67.5% |
| 1Y | +80.8% | +5.5% | +75.3% | +69.4% |
| 3Y | +91.8% | +125.0% | -33.2% | +13.2% |
| 5Y | -36.4% | +210.4% | -246.8% | -71.7% |
| All | -36.4% | +206.8% | -243.2% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling