+608.2%
OKTA vs USFR
+27.6%
+580.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.7% |
| 30D | +13.0% | +0.4% | +12.7% | +12.2% |
| 3M | +41.7% | +1.0% | +40.7% | +38.8% |
| 6M | +105.9% | +2.0% | +104.0% | +98.3% |
| YTD | +92.6% | +2.8% | +89.8% | +82.7% |
| 1Y | +81.1% | +4.1% | +77.0% | +67.3% |
| 3Y | +84.8% | +14.1% | +70.7% | +40.1% |
| 5Y | -34.4% | +20.6% | -55.0% | -56.4% |
| All | +608.2% | +27.6% | +580.7% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling