+90.0%
OKTA vs USFR
+14.1%
+75.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.6% |
| 30D | +13.8% | +0.3% | +13.5% | +14.6% |
| 3M | +48.9% | +1.0% | +47.9% | +51.5% |
| 6M | +114.9% | +1.9% | +113.0% | +123.8% |
| YTD | +97.9% | +2.7% | +95.2% | +109.1% |
| 1Y | +89.7% | +4.0% | +85.7% | +103.1% |
| All | +90.0% | +14.1% | +75.9% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling