+67.0%
UAL vs OKTA
+667.4%
-600.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | +2.3% | -4.6% | +6.9% | +3.0% |
| 30D | +13.3% | -19.7% | +33.1% | +16.9% |
| 3M | -6.3% | +21.2% | -27.5% | -10.5% |
| 6M | +22.5% | +123.1% | -100.6% | +4.2% |
| YTD | +5.9% | +110.8% | -104.9% | -9.9% |
| 1Y | +24.7% | +113.0% | -88.3% | +5.9% |
| 3Y | +211.6% | +168.9% | +42.7% | +151.0% |
| 5Y | +130.6% | -28.7% | +159.2% | +110.6% |
| All | +67.0% | +667.4% | -600.4% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling