+489.1%
DDOG vs OKTA
+59.8%
+429.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.4% |
| 7D | +3.9% | -2.4% | +6.3% | +5.4% |
| 30D | -8.2% | +13.0% | -21.2% | -16.5% |
| 3M | -5.6% | +41.7% | -47.3% | -25.1% |
| 6M | +73.5% | +105.9% | -32.4% | +7.1% |
| YTD | +62.7% | +92.6% | -29.9% | +4.3% |
| 1Y | +59.0% | +81.1% | -22.1% | +5.4% |
| 3Y | +117.1% | +84.8% | +32.3% | +26.2% |
| 5Y | +61.3% | -34.4% | +95.7% | +75.7% |
| All | +489.1% | +59.8% | +429.3% | +200.6% |
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 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