+97.7%
USO vs OKTA
+90.2%
+7.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.2% |
| 7D | +9.1% | -2.4% | +11.5% | +9.1% |
| 30D | +21.7% | +13.0% | +8.6% | +21.3% |
| 3M | +20.2% | +41.7% | -21.5% | +19.5% |
| 6M | +43.4% | +105.9% | -62.6% | +41.3% |
| YTD | +124.0% | +92.6% | +31.4% | +120.6% |
| 1Y | +112.2% | +81.1% | +31.1% | +109.3% |
| 3Y | +97.7% | +84.8% | +12.8% | +98.5% |
| All | +97.7% | +90.2% | +7.4% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling