+209.4%
DIA vs OKTA
+618.3%
-409.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.2% | +2.6% | -2.8% | -0.5% |
| 30D | -1.5% | +16.0% | -17.5% | -3.6% |
| 3M | +3.8% | +38.2% | -34.4% | -0.6% |
| 6M | +10.3% | +137.8% | -127.5% | -1.9% |
| YTD | +12.1% | +97.3% | -85.2% | +1.7% |
| 1Y | +18.6% | +90.1% | -71.5% | +8.0% |
| 3Y | +60.6% | +98.0% | -37.4% | +42.4% |
| 5Y | +64.4% | -36.9% | +101.3% | +61.0% |
| All | +209.4% | +618.3% | -409.0% | +118.5% |
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