+625.6%
OKTA vs URI
+748.8%
-123.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +2.6% | -2.0% | +4.6% | +3.2% |
| 30D | +16.0% | -12.9% | +29.0% | +20.3% |
| 3M | +38.2% | -6.7% | +44.9% | +39.9% |
| 6M | +137.8% | +19.0% | +118.8% | +121.0% |
| YTD | +97.3% | +25.5% | +71.8% | +79.4% |
| 1Y | +90.1% | +5.5% | +84.6% | +81.7% |
| 3Y | +98.0% | +111.3% | -13.3% | +50.3% |
| 5Y | -36.9% | +198.6% | -235.5% | -57.3% |
| All | +625.6% | +748.8% | -123.1% | +238.6% |
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