+90.1%
OKTA vs UVXY
-70.9%
+161.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | +2.6% | -5.0% | +7.6% | +2.1% |
| 30D | +16.0% | -20.5% | +36.6% | +13.5% |
| 3M | +38.2% | -36.6% | +74.7% | +32.8% |
| 6M | +137.8% | -56.9% | +194.7% | +123.0% |
| YTD | +97.3% | -51.2% | +148.5% | +91.0% |
| 1Y | +90.1% | -69.8% | +159.9% | +81.7% |
| All | +90.1% | -70.9% | +161.0% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling