+51.1%
UAL vs OKTA
+627.3%
-576.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.5% |
| 7D | -1.1% | +5.9% | -7.0% | -2.1% |
| 30D | -13.4% | +14.6% | -28.0% | -16.0% |
| 3M | -2.3% | +44.0% | -46.3% | -8.9% |
| 6M | +13.3% | +116.7% | -103.4% | -3.0% |
| YTD | -4.2% | +99.8% | -104.0% | -17.2% |
| 1Y | +1.4% | +84.1% | -82.7% | -11.1% |
| 3Y | +125.8% | +97.7% | +28.1% | +91.8% |
| 5Y | +130.0% | -35.2% | +165.1% | +114.1% |
| All | +51.1% | +627.3% | -576.2% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling