-99.6%
DFNS vs OKTA
+114.8%
-214.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.7% | -19.1% | -18.5% |
| 7D | -27.7% | -14.2% | -13.5% | -25.5% |
| 30D | -58.0% | -12.5% | -45.5% | -57.0% |
| 3M | -94.0% | +29.2% | -123.2% | -94.4% |
| 6M | -94.6% | +147.3% | -241.9% | -96.6% |
| YTD | -99.4% | +120.9% | -220.4% | -99.6% |
| 1Y | -99.6% | +119.7% | -219.3% | -99.8% |
| All | -99.6% | +114.8% | -214.4% | -99.8% |
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