-33.3%
OKTA vs USFR
+20.6%
-53.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | +13.0% | +0.4% | +12.7% | +12.4% |
| 3M | +41.7% | +1.0% | +40.7% | +39.1% |
| 6M | +105.9% | +2.0% | +104.0% | +99.5% |
| YTD | +92.6% | +2.8% | +89.8% | +84.1% |
| 1Y | +81.1% | +4.1% | +77.0% | +68.1% |
| 3Y | +84.8% | +14.1% | +70.7% | +35.8% |
| All | -33.3% | +20.6% | -53.9% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling