+172.5%
UNH vs OKTA
+620.5%
-448.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | -3.5% | +13.8% | -17.3% | -4.7% |
| 3M | -4.2% | +48.9% | -53.1% | -7.5% |
| 6M | +38.3% | +114.9% | -76.6% | +28.7% |
| YTD | +19.2% | +97.9% | -78.7% | +11.4% |
| 1Y | +15.0% | +89.7% | -74.7% | +7.7% |
| 3Y | -14.5% | +95.8% | -110.3% | -21.4% |
| 5Y | +4.6% | -32.6% | +37.2% | +5.3% |
| All | +172.5% | +620.5% | -448.0% | +97.2% |
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