+53.0%
USAR vs OKTA
+90.2%
-37.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.6% |
| 7D | -11.6% | -2.4% | -9.2% | -11.3% |
| 30D | -15.5% | +13.0% | -28.5% | -17.3% |
| 3M | -31.0% | +41.7% | -72.7% | -34.5% |
| 6M | -26.2% | +105.9% | -132.2% | -33.1% |
| YTD | +30.8% | +92.6% | -61.8% | +19.0% |
| 1Y | +7.1% | +81.1% | -74.0% | -2.3% |
| 3Y | +53.0% | +84.8% | -31.8% | +41.1% |
| All | +53.0% | +90.2% | -37.2% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling