+207.2%
UMC vs OKTA
+90.9%
+116.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +5.0% | +2.6% | +2.3% | +4.7% |
| 30D | +7.7% | +16.0% | -8.4% | +5.8% |
| 3M | +1.7% | +38.2% | -36.5% | -2.3% |
| 6M | +113.9% | +137.8% | -23.9% | +90.0% |
| YTD | +168.9% | +97.3% | +71.6% | +150.2% |
| 1Y | +207.2% | +90.1% | +117.1% | +193.3% |
| All | +207.2% | +90.9% | +116.3% | +193.3% |
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 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