+94.7%
DAL vs OKTA
+627.3%
-532.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -0.7% |
| 7D | +0.8% | +5.9% | -5.1% | 0.0% |
| 30D | -11.7% | +14.6% | -26.3% | -13.9% |
| 3M | -2.7% | +44.0% | -46.7% | -8.3% |
| 6M | +30.7% | +116.7% | -86.1% | +14.8% |
| YTD | +14.4% | +99.8% | -85.4% | +1.3% |
| 1Y | +31.2% | +84.1% | -52.9% | +17.5% |
| 3Y | +99.4% | +97.7% | +1.8% | +73.7% |
| 5Y | +98.6% | -35.2% | +133.7% | +84.2% |
| All | +94.7% | +627.3% | -532.6% | +29.5% |
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 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