+58.9%
DIA vs OKTA
+90.2%
-31.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | -1.6% | -2.4% | +0.9% | -1.4% |
| 30D | -2.0% | +13.0% | -15.1% | -3.3% |
| 3M | +3.6% | +41.7% | -38.1% | 0.0% |
| 6M | +11.5% | +105.9% | -94.4% | +2.9% |
| YTD | +10.4% | +92.6% | -82.2% | +2.3% |
| 1Y | +15.6% | +81.1% | -65.5% | +7.8% |
| 3Y | +58.9% | +84.8% | -26.0% | +47.1% |
| All | +58.9% | +90.2% | -31.4% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling