+71.0%
UBER vs OKTA
+63.4%
+7.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -3.8% |
| 7D | -7.0% | +5.9% | -12.9% | -8.8% |
| 30D | -8.9% | +14.6% | -23.5% | -14.7% |
| 3M | +1.0% | +44.0% | -43.0% | -13.4% |
| 6M | -3.7% | +116.7% | -120.4% | -31.3% |
| YTD | -13.0% | +99.8% | -112.8% | -36.9% |
| 1Y | -25.5% | +84.1% | -109.6% | -44.4% |
| 3Y | +50.5% | +97.7% | -47.2% | +1.5% |
| 5Y | +76.2% | -35.2% | +111.3% | +78.7% |
| All | +71.0% | +63.4% | +7.6% | -16.3% |
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