+173.8%
DAL vs OKTA
+141.0%
+32.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +8.8% | -19.0% | +27.8% | +11.6% |
| 30D | +5.4% | -22.6% | +28.0% | +8.6% |
| 3M | -4.9% | +17.5% | -22.5% | -8.2% |
| 6M | +19.8% | +117.8% | -98.0% | +2.6% |
| YTD | +27.0% | +95.1% | -68.1% | +10.2% |
| 1Y | +52.5% | +96.4% | -44.0% | +32.0% |
| 3Y | +173.8% | +149.0% | +24.9% | +126.6% |
| All | +173.8% | +141.0% | +32.9% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling