+67.4%
USB vs OKTA
+620.7%
-553.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.4% | +8.3% | -1.4% |
| 7D | -1.5% | -22.9% | +21.4% | +0.1% |
| 30D | +4.3% | -21.7% | +26.0% | +5.8% |
| 3M | -6.1% | +16.4% | -22.5% | -7.7% |
| 6M | +9.4% | +120.1% | -110.7% | +1.8% |
| YTD | +15.2% | +97.9% | -82.8% | +7.6% |
| 1Y | +32.8% | +96.4% | -63.7% | +24.1% |
| 3Y | +91.3% | +144.9% | -53.6% | +74.7% |
| 5Y | +22.7% | -32.8% | +55.5% | +15.8% |
| All | +67.4% | +620.7% | -553.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling