+174.7%
DHR vs OKTA
+601.1%
-426.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | -3.6% | -2.4% | -1.2% | -3.3% |
| 30D | -2.7% | +13.0% | -15.8% | -5.1% |
| 3M | +10.9% | +41.7% | -30.8% | +4.2% |
| 6M | +3.0% | +105.9% | -102.9% | -10.0% |
| YTD | -12.2% | +92.6% | -104.8% | -22.8% |
| 1Y | +3.3% | +81.1% | -77.7% | -8.4% |
| 3Y | -8.2% | +84.8% | -93.0% | -21.2% |
| 5Y | -29.9% | -34.4% | +4.5% | -33.0% |
| All | +174.7% | +601.1% | -426.3% | +88.3% |
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