+608.2%
OKTA vs UVXY
-100.0%
+708.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.1% | -3.8% |
| 7D | -2.4% | +2.8% | -5.2% | -1.9% |
| 30D | +13.0% | -11.4% | +24.4% | +11.2% |
| 3M | +41.7% | -41.5% | +83.2% | +31.4% |
| 6M | +105.9% | -61.0% | +167.0% | +82.0% |
| YTD | +92.6% | -49.8% | +142.4% | +80.1% |
| 1Y | +81.1% | -66.4% | +147.5% | +61.8% |
| 3Y | +84.8% | -94.8% | +179.6% | +53.1% |
| 5Y | -34.4% | -99.7% | +65.3% | -58.1% |
| All | +608.2% | -100.0% | +708.2% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling