+62.1%
DAL vs OKTA
+114.8%
-52.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.4% | +7.1% |
| 7D | +11.1% | -14.2% | +25.3% | +11.9% |
| 30D | +7.7% | -12.5% | +20.2% | +8.4% |
| 3M | -3.5% | +29.2% | -32.8% | -4.8% |
| 6M | +31.3% | +147.3% | -116.0% | +22.0% |
| YTD | +30.0% | +120.9% | -91.0% | +22.5% |
| 1Y | +62.1% | +119.7% | -57.6% | +53.1% |
| All | +62.1% | +114.8% | -52.7% | +53.1% |
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