+66.6%
USB vs OKTA
+610.3%
-543.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | 0.0% | -19.0% | +19.0% | +1.3% |
| 30D | +5.8% | -22.6% | +28.5% | +7.4% |
| 3M | -6.0% | +17.5% | -23.5% | -7.7% |
| 6M | +7.8% | +117.8% | -110.1% | +0.4% |
| YTD | +14.6% | +95.1% | -80.5% | +7.2% |
| 1Y | +31.8% | +96.4% | -64.7% | +23.1% |
| 3Y | +91.5% | +149.0% | -57.4% | +74.8% |
| 5Y | +22.0% | -33.8% | +55.9% | +15.3% |
| All | +66.6% | +610.3% | -543.7% | +33.1% |
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 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