+99.6%
DE vs OKTA
-34.5%
+134.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | -2.6% | -2.4% | -0.2% | -2.4% |
| 30D | +9.0% | +13.0% | -4.0% | +7.9% |
| 3M | +19.1% | +41.7% | -22.6% | +15.8% |
| 6M | +14.4% | +105.9% | -91.6% | +7.2% |
| YTD | +45.9% | +92.6% | -46.6% | +37.3% |
| 1Y | +43.6% | +81.1% | -37.5% | +35.7% |
| 3Y | +75.9% | +84.8% | -9.0% | +63.6% |
| All | +99.6% | -34.5% | +134.1% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling