+612.9%
OKTA vs USFR
+27.4%
+585.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +13.0% | +0.3% | +12.7% | +12.3% |
| 3M | +43.4% | +1.0% | +42.4% | +40.7% |
| 6M | +107.6% | +1.9% | +105.7% | +100.1% |
| YTD | +93.8% | +2.7% | +91.2% | +84.2% |
| 1Y | +80.8% | +4.0% | +76.8% | +67.3% |
| 3Y | +91.8% | +14.0% | +77.8% | +45.7% |
| 5Y | -36.4% | +20.4% | -56.8% | -57.6% |
| All | +612.9% | +27.4% | +585.4% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling