+39.2%
UPS vs OKTA
+605.7%
-566.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -2.3% | +13.0% | -15.3% | -4.1% |
| 3M | -5.2% | +43.4% | -48.6% | -9.7% |
| 6M | +1.4% | +107.6% | -106.2% | -8.4% |
| YTD | +6.1% | +93.8% | -87.7% | -3.7% |
| 1Y | +27.0% | +80.8% | -53.8% | +16.1% |
| 3Y | -25.9% | +91.8% | -117.7% | -34.4% |
| 5Y | -34.6% | -36.4% | +1.8% | -36.9% |
| All | +39.2% | +605.7% | -566.4% | +3.2% |
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