+70.9%
USB vs OKTA
+670.0%
-599.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.6% | +8.4% | -5.8% | +2.0% |
| 30D | +8.4% | -13.7% | +22.1% | +9.2% |
| 3M | -5.5% | +18.0% | -23.6% | -7.2% |
| 6M | +17.7% | +133.8% | -116.1% | +9.1% |
| YTD | +17.6% | +111.5% | -93.9% | +9.3% |
| 1Y | +33.9% | +118.3% | -84.5% | +24.2% |
| 3Y | +103.8% | +168.0% | -64.2% | +85.1% |
| 5Y | +25.6% | -30.1% | +55.7% | +18.1% |
| All | +70.9% | +670.0% | -599.1% | +35.8% |
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