+231.8%
UNP vs OKTA
+605.7%
-373.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -1.1% | +13.0% | -14.1% | -2.5% |
| 3M | +7.9% | +43.4% | -35.6% | +4.1% |
| 6M | +14.6% | +107.6% | -93.0% | +6.2% |
| YTD | +26.6% | +93.8% | -67.2% | +17.6% |
| 1Y | +35.6% | +80.8% | -45.3% | +26.7% |
| 3Y | +45.5% | +91.8% | -46.3% | +32.6% |
| 5Y | +50.0% | -36.4% | +86.4% | +47.8% |
| All | +231.8% | +605.7% | -373.8% | +122.3% |
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 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