-99.9%
DFNS vs OKTA
-21.7%
-78.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.3% |
| 7D | -6.3% | -2.4% | -3.9% | -6.2% |
| 30D | -74.0% | +13.0% | -87.0% | -74.2% |
| 3M | -70.1% | +41.7% | -111.8% | -71.1% |
| 6M | -93.9% | +105.9% | -199.8% | -94.4% |
| YTD | -98.1% | +92.6% | -190.6% | -98.2% |
| 1Y | -98.3% | +81.1% | -179.4% | -98.4% |
| 3Y | -99.9% | +84.8% | -184.7% | -99.9% |
| 5Y | -99.9% | -34.4% | -65.4% | -99.9% |
| All | -99.9% | -21.7% | -78.1% | -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 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