+19.8%
DDOG vs OKTA
+114.8%
-94.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.7% | -15.1% | -14.8% |
| 7D | -32.2% | -14.2% | -18.0% | -26.1% |
| 30D | -31.7% | -12.5% | -19.2% | -26.3% |
| 3M | -34.5% | +29.2% | -63.8% | -43.3% |
| 6M | +28.7% | +147.3% | -118.7% | -26.8% |
| YTD | +38.8% | +120.9% | -82.2% | -14.4% |
| 1Y | +19.8% | +119.7% | -99.9% | -25.7% |
| All | +19.8% | +114.8% | -94.9% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling