+114.6%
DAL vs OKTA
+668.6%
-554.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | +1.4% | +6.6% | -5.3% | +0.5% |
| 30D | +9.1% | -19.4% | +28.5% | +11.8% |
| 3M | -3.5% | +23.9% | -27.4% | -7.4% |
| 6M | +23.4% | +130.9% | -107.5% | +7.3% |
| YTD | +26.0% | +111.1% | -85.1% | +10.2% |
| 1Y | +44.6% | +115.5% | -70.9% | +26.0% |
| 3Y | +162.7% | +169.4% | -6.6% | +118.9% |
| 5Y | +113.0% | -30.2% | +143.2% | +94.8% |
| All | +114.6% | +668.6% | -554.0% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling