+34.0%
USB vs OKTA
+90.9%
-56.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | +2.6% | -1.2% | +1.3% |
| 30D | -1.3% | +16.0% | -17.3% | -1.9% |
| 3M | +15.2% | +38.2% | -22.9% | +13.4% |
| 6M | +18.8% | +137.8% | -119.0% | +10.2% |
| YTD | +21.0% | +97.3% | -76.3% | +14.7% |
| 1Y | +34.0% | +90.1% | -56.1% | +27.6% |
| All | +34.0% | +90.9% | -56.9% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling