+204.6%
DIA vs OKTA
+601.1%
-396.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | -1.6% | -2.4% | +0.9% | -1.3% |
| 30D | -2.0% | +13.0% | -15.1% | -3.8% |
| 3M | +3.6% | +41.7% | -38.1% | -1.0% |
| 6M | +11.5% | +105.9% | -94.4% | +1.0% |
| YTD | +10.4% | +92.6% | -82.2% | +0.4% |
| 1Y | +15.6% | +81.1% | -65.5% | +5.8% |
| 3Y | +58.9% | +84.8% | -26.0% | +42.0% |
| 5Y | +65.3% | -34.4% | +99.8% | +60.9% |
| All | +204.6% | +601.1% | -396.5% | +115.7% |
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