+70.1%
USB vs OKTA
+667.4%
-597.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -0.5% | -4.6% | +4.1% | -0.3% |
| 30D | +5.7% | -19.7% | +25.5% | +7.0% |
| 3M | -4.7% | +21.2% | -25.9% | -6.6% |
| 6M | +13.4% | +123.1% | -109.7% | +5.5% |
| YTD | +17.0% | +110.8% | -93.8% | +8.8% |
| 1Y | +32.4% | +113.0% | -80.6% | +23.0% |
| 3Y | +101.7% | +168.9% | -67.3% | +83.1% |
| 5Y | +24.4% | -28.7% | +53.1% | +16.9% |
| All | +70.1% | +667.4% | -597.3% | +35.2% |
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 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