+59.0%
DDOG vs OKTA
+83.4%
-24.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.2% |
| 7D | +3.9% | -2.4% | +6.3% | +5.3% |
| 30D | -8.2% | +13.0% | -21.2% | -15.1% |
| 3M | -5.6% | +41.7% | -47.3% | -23.7% |
| 6M | +73.5% | +105.9% | -32.4% | +7.8% |
| YTD | +62.7% | +92.6% | -29.9% | +6.5% |
| 1Y | +59.0% | +81.1% | -22.1% | +8.7% |
| All | +59.0% | +83.4% | -24.4% | +8.7% |
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