+71.0%
USO vs OKTA
+627.3%
-556.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.6% |
| 7D | +6.2% | +5.9% | +0.4% | +6.0% |
| 30D | +19.1% | +14.6% | +4.5% | +18.1% |
| 3M | +14.2% | +44.0% | -29.8% | +12.0% |
| 6M | +43.7% | +116.7% | -73.0% | +37.6% |
| YTD | +116.8% | +99.8% | +17.1% | +108.1% |
| 1Y | +104.3% | +84.1% | +20.3% | +96.8% |
| 3Y | +91.5% | +97.7% | -6.2% | +81.6% |
| 5Y | +214.1% | -35.2% | +249.2% | +213.4% |
| All | +71.0% | +627.3% | -556.3% | +54.4% |
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