-100.0%
DFNS vs OKTA
-14.0%
-85.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | -6.0% | +8.4% | -14.4% | -6.6% |
| 30D | -71.2% | -13.7% | -57.5% | -70.8% |
| 3M | -94.5% | +18.0% | -112.5% | -94.6% |
| 6M | -96.5% | +133.8% | -230.4% | -96.8% |
| YTD | -99.6% | +111.5% | -211.1% | -99.7% |
| 1Y | -99.7% | +118.3% | -218.0% | -99.7% |
| 3Y | -100.0% | +168.0% | -268.0% | -100.0% |
| 5Y | -100.0% | -30.1% | -69.9% | -100.0% |
| All | -100.0% | -14.0% | -85.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling