+84.8%
OKTA vs YUM
+17.9%
+67.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | -2.4% | -6.1% | +3.7% | -2.1% |
| 30D | +13.0% | -5.8% | +18.9% | +13.2% |
| 3M | +41.7% | -7.6% | +49.3% | +42.0% |
| 6M | +105.9% | -9.1% | +115.1% | +106.4% |
| YTD | +92.6% | -5.5% | +98.1% | +89.8% |
| 1Y | +81.1% | -3.7% | +84.8% | +77.3% |
| 3Y | +84.8% | +17.8% | +67.0% | +58.6% |
| All | +84.8% | +17.9% | +67.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 3y: compounded portfolio wealth divided by compounded YUM 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…
3y analysis · Full analysis span regression · 6 months rolling