+32.4%
USB vs OKTA
+113.6%
-81.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | -0.5% | -4.6% | +4.1% | -0.5% |
| 30D | +5.7% | -19.7% | +25.5% | +6.0% |
| 3M | -4.7% | +21.2% | -25.9% | -5.3% |
| 6M | +13.4% | +123.1% | -109.7% | +8.3% |
| YTD | +17.0% | +110.8% | -93.8% | +11.0% |
| 1Y | +32.4% | +113.0% | -80.6% | +24.0% |
| All | +32.4% | +113.6% | -81.2% | +24.0% |
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