-99.9%
DFNS vs OKTA
-35.6%
-64.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -73.1% | +13.8% | -86.9% | -73.4% |
| 3M | -71.4% | +48.9% | -120.3% | -72.6% |
| 6M | -93.8% | +114.9% | -208.8% | -94.4% |
| YTD | -98.0% | +97.9% | -195.9% | -98.2% |
| 1Y | -98.2% | +89.7% | -187.8% | -98.3% |
| 3Y | -99.9% | +95.8% | -195.7% | -99.9% |
| 5Y | -99.9% | -32.6% | -67.2% | -99.9% |
| All | -99.9% | -35.6% | -64.3% | -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 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