+459.9%
DDOG vs OKTA
+60.9%
+399.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.2% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -10.1% | +13.0% | -23.1% | -18.2% |
| 3M | -9.3% | +43.4% | -52.7% | -28.7% |
| 6M | +67.2% | +107.6% | -40.4% | +2.6% |
| YTD | +54.6% | +93.8% | -39.2% | -1.3% |
| 1Y | +54.1% | +80.8% | -26.7% | +2.1% |
| 3Y | +115.3% | +91.8% | +23.5% | +22.1% |
| 5Y | +50.6% | -36.4% | +87.0% | +67.7% |
| All | +459.9% | +60.9% | +399.0% | +184.4% |
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 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