+676.4%
OKTA vs URI
+859.1%
-182.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +6.6% | +9.3% | -2.7% | +4.0% |
| 30D | -19.4% | +7.6% | -27.0% | -20.9% |
| 3M | +23.9% | +1.0% | +22.9% | +23.3% |
| 6M | +130.9% | +19.8% | +111.0% | +117.5% |
| YTD | +111.1% | +41.9% | +69.2% | +85.6% |
| 1Y | +115.5% | +33.4% | +82.2% | +93.0% |
| 3Y | +169.4% | +156.0% | +13.3% | +94.1% |
| 5Y | -30.2% | +209.5% | -239.7% | -53.6% |
| All | +676.4% | +859.1% | -182.7% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling