+98.2%
DAL vs OKTA
+618.3%
-520.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | +2.6% | -2.5% | -0.3% |
| 30D | -13.9% | +16.0% | -29.9% | -16.2% |
| 3M | +1.1% | +38.2% | -37.1% | -4.2% |
| 6M | +26.2% | +137.8% | -111.6% | +9.2% |
| YTD | +16.4% | +97.3% | -80.9% | +3.3% |
| 1Y | +33.9% | +90.1% | -56.3% | +19.4% |
| 3Y | +93.4% | +98.0% | -4.6% | +68.3% |
| 5Y | +106.4% | -36.9% | +143.3% | +91.9% |
| All | +98.2% | +618.3% | -520.1% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling