+127.6%
DAL vs OKTA
+647.7%
-520.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.3% | 0.0% | +4.6% |
| 7D | +10.0% | -3.9% | +14.0% | +10.6% |
| 30D | +12.0% | -23.5% | +35.5% | +15.7% |
| 3M | +0.8% | +19.7% | -18.9% | -2.8% |
| 6M | +26.2% | +111.6% | -85.5% | +11.1% |
| YTD | +33.7% | +105.4% | -71.7% | +17.3% |
| 1Y | +57.6% | +108.4% | -50.8% | +37.9% |
| 3Y | +183.5% | +167.8% | +15.6% | +136.4% |
| 5Y | +114.2% | -33.8% | +148.0% | +97.0% |
| All | +127.6% | +647.7% | -520.0% | +50.0% |
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