+503.5%
OKTA vs USHY
+49.7%
+453.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.8% |
| 7D | -2.4% | -0.7% | -1.7% | -0.9% |
| 30D | +13.0% | -0.7% | +13.7% | +14.8% |
| 3M | +41.7% | +0.1% | +41.6% | +41.8% |
| 6M | +105.9% | +1.8% | +104.2% | +99.1% |
| YTD | +92.6% | +1.8% | +90.8% | +86.1% |
| 1Y | +81.1% | +3.3% | +77.8% | +69.7% |
| 3Y | +84.8% | +27.0% | +57.9% | +14.2% |
| 5Y | -34.4% | +21.0% | -55.5% | -54.6% |
| All | +503.5% | +49.7% | +453.8% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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