+105.8%
DAL vs OKTA
-36.5%
+142.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | -13.9% | +16.0% | -29.9% | -16.8% |
| 3M | +1.1% | +38.2% | -37.1% | -5.8% |
| 6M | +26.2% | +137.8% | -111.6% | +3.7% |
| YTD | +16.4% | +97.3% | -80.9% | -0.9% |
| 1Y | +33.9% | +90.1% | -56.3% | +14.7% |
| 3Y | +93.4% | +98.0% | -4.6% | +59.6% |
| All | +105.8% | -36.5% | +142.4% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling