+262.2%
UMC vs OKTA
+90.2%
+172.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +2.7% |
| 7D | +9.0% | -2.4% | +11.4% | +9.4% |
| 30D | +17.2% | +13.0% | +4.2% | +14.3% |
| 3M | +11.4% | +41.7% | -30.3% | +4.4% |
| 6M | +137.5% | +105.9% | +31.6% | +106.4% |
| YTD | +193.1% | +92.6% | +100.6% | +157.0% |
| 1Y | +240.3% | +81.1% | +159.2% | +201.7% |
| 3Y | +262.2% | +84.8% | +177.4% | +203.4% |
| All | +262.2% | +90.2% | +172.0% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling