+91.4%
USO vs OKTA
+90.9%
+0.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | +2.6% | +6.8% | +9.5% |
| 30D | +23.6% | +16.0% | +7.5% | +23.5% |
| 3M | +3.8% | +38.2% | -34.3% | +4.1% |
| 6M | +55.0% | +137.8% | -82.8% | +55.6% |
| YTD | +105.3% | +97.3% | +8.0% | +102.5% |
| 1Y | +91.4% | +90.1% | +1.3% | +90.6% |
| All | +91.4% | +90.9% | +0.5% | +90.6% |
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 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