+227.2%
UNP vs OKTA
+601.1%
-373.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | -2.7% | +13.0% | -15.8% | -4.0% |
| 3M | +6.5% | +41.7% | -35.2% | +2.9% |
| 6M | +14.4% | +105.9% | -91.6% | +6.0% |
| YTD | +24.8% | +92.6% | -67.7% | +16.0% |
| 1Y | +34.4% | +81.1% | -46.6% | +25.6% |
| 3Y | +43.6% | +84.8% | -41.3% | +31.3% |
| 5Y | +53.2% | -34.4% | +87.7% | +50.4% |
| All | +227.2% | +601.1% | -373.9% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling