-0.5%
UNH vs OKTA
-34.5%
+33.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.3% |
| 7D | -4.5% | -2.4% | -2.1% | -4.5% |
| 30D | -6.5% | +13.0% | -19.6% | -6.9% |
| 3M | -6.0% | +41.7% | -47.7% | -7.2% |
| 6M | +33.7% | +105.9% | -72.3% | +29.8% |
| YTD | +16.4% | +92.6% | -76.2% | +13.2% |
| 1Y | +10.1% | +81.1% | -71.0% | +7.2% |
| 3Y | -16.3% | +84.8% | -101.1% | -18.8% |
| All | -0.5% | -34.5% | +33.9% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling