+63.8%
DIA vs OKTA
-35.6%
+99.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -3.0% | +13.8% | -16.8% | -4.5% |
| 3M | +4.5% | +48.9% | -44.4% | 0.0% |
| 6M | +9.8% | +114.9% | -105.2% | +0.4% |
| YTD | +9.3% | +97.9% | -88.6% | +0.6% |
| 1Y | +16.0% | +89.7% | -73.7% | +7.1% |
| 3Y | +57.7% | +95.8% | -38.1% | +42.8% |
| 5Y | +63.8% | -32.6% | +96.4% | +60.0% |
| All | +63.8% | -35.6% | +99.3% | +60.0% |
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