+39.0%
UPS vs OKTA
+601.1%
-562.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | -2.0% | +13.0% | -15.0% | -3.8% |
| 3M | -6.2% | +41.7% | -47.9% | -10.6% |
| 6M | +2.8% | +105.9% | -103.2% | -7.1% |
| YTD | +5.9% | +92.6% | -86.7% | -3.9% |
| 1Y | +26.2% | +81.1% | -54.8% | +15.4% |
| 3Y | -26.0% | +84.8% | -110.8% | -34.1% |
| 5Y | -34.3% | -34.4% | +0.2% | -36.9% |
| All | +39.0% | +601.1% | -562.1% | +3.0% |
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