+22.0%
USB vs OKTA
-33.8%
+55.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | 0.0% | -19.0% | +19.0% | +1.7% |
| 30D | +5.8% | -22.6% | +28.5% | +7.9% |
| 3M | -6.0% | +17.5% | -23.5% | -8.3% |
| 6M | +7.8% | +117.8% | -110.1% | -2.3% |
| YTD | +14.6% | +95.1% | -80.5% | +4.5% |
| 1Y | +31.8% | +96.4% | -64.7% | +20.1% |
| 3Y | +91.5% | +149.0% | -57.4% | +68.2% |
| All | +22.0% | -33.8% | +55.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling