+675.2%
OKTA vs URI
+867.2%
-192.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.0% |
| 7D | -4.6% | +2.4% | -7.0% | -5.1% |
| 30D | -19.7% | +8.9% | -28.6% | -21.5% |
| 3M | +21.2% | +0.8% | +20.4% | +20.7% |
| 6M | +123.1% | +23.1% | +100.0% | +108.5% |
| YTD | +110.8% | +43.1% | +67.7% | +84.9% |
| 1Y | +113.0% | +35.7% | +77.3% | +89.8% |
| 3Y | +168.9% | +158.2% | +10.7% | +93.3% |
| 5Y | -28.7% | +212.6% | -241.2% | -52.7% |
| All | +675.2% | +867.2% | -192.0% | +248.9% |
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