+70.2%
USB vs OKTA
+651.0%
-580.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +1.4% | -6.0% | +7.4% | +1.8% |
| 30D | +6.4% | -23.2% | +29.6% | +8.1% |
| 3M | -4.5% | +18.3% | -22.8% | -6.2% |
| 6M | +11.4% | +112.6% | -101.2% | +4.0% |
| YTD | +17.1% | +106.3% | -89.2% | +9.1% |
| 1Y | +32.6% | +108.0% | -75.4% | +23.4% |
| 3Y | +101.8% | +163.2% | -61.3% | +83.5% |
| 5Y | +25.1% | -30.9% | +56.0% | +17.8% |
| All | +70.2% | +651.0% | -580.8% | +35.5% |
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