+608.2%
OKTA vs YUM
+160.0%
+448.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.9% |
| 7D | -2.4% | -6.1% | +3.7% | -0.1% |
| 30D | +13.0% | -5.8% | +18.9% | +15.1% |
| 3M | +41.7% | -7.6% | +49.3% | +44.8% |
| 6M | +105.9% | -9.1% | +115.1% | +110.5% |
| YTD | +92.6% | -5.5% | +98.1% | +92.2% |
| 1Y | +81.1% | -3.7% | +84.8% | +78.0% |
| 3Y | +84.8% | +17.8% | +67.0% | +62.8% |
| 5Y | -34.4% | +19.3% | -53.7% | -43.1% |
| All | +608.2% | +160.0% | +448.2% | +362.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling