-99.9%
DFNS vs OKTA
-21.2%
-78.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | -73.2% | +13.0% | -86.2% | -73.5% |
| 3M | -72.4% | +43.4% | -115.9% | -73.4% |
| 6M | -95.2% | +107.6% | -202.8% | -95.6% |
| YTD | -98.0% | +93.8% | -191.8% | -98.1% |
| 1Y | -98.3% | +80.8% | -179.1% | -98.4% |
| 3Y | -99.9% | +91.8% | -191.7% | -99.9% |
| 5Y | -99.9% | -36.4% | -63.5% | -99.9% |
| All | -99.9% | -21.2% | -78.6% | -99.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling