+175.2%
DHR vs OKTA
+620.5%
-445.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -5.0% | +0.4% | -5.4% | -5.0% |
| 30D | -3.3% | +13.8% | -17.2% | -5.8% |
| 3M | +9.4% | +48.9% | -39.5% | +2.1% |
| 6M | +3.2% | +114.9% | -111.8% | -10.4% |
| YTD | -12.0% | +97.9% | -109.9% | -22.9% |
| 1Y | +4.9% | +89.7% | -84.8% | -7.6% |
| 3Y | -7.4% | +95.8% | -103.2% | -21.1% |
| 5Y | -29.8% | -32.6% | +2.9% | -33.1% |
| All | +175.2% | +620.5% | -445.2% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling