+54.0%
UNP vs OKTA
-35.6%
+89.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -2.0% | +13.8% | -15.8% | -2.8% |
| 3M | +7.5% | +48.9% | -41.4% | +5.0% |
| 6M | +15.3% | +114.9% | -99.6% | +9.6% |
| YTD | +25.4% | +97.9% | -72.5% | +19.6% |
| 1Y | +35.6% | +89.7% | -54.1% | +29.6% |
| 3Y | +44.1% | +95.8% | -51.7% | +35.8% |
| 5Y | +54.0% | -32.6% | +86.6% | +43.3% |
| All | +54.0% | -35.6% | +89.5% | +43.3% |
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