+5.0%
UAL vs OKTA
+90.9%
-85.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.7% | +2.6% | -1.9% | +0.4% |
| 30D | -16.1% | +16.0% | -32.1% | -17.3% |
| 3M | +6.1% | +38.2% | -32.0% | +1.9% |
| 6M | +10.8% | +137.8% | -127.0% | -4.3% |
| YTD | -0.4% | +97.3% | -97.7% | -9.1% |
| 1Y | +5.0% | +90.1% | -85.1% | -2.7% |
| All | +5.0% | +90.9% | -85.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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