+152.4%
DKNG vs OKTA
+21.6%
+130.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.4% |
| 7D | +3.0% | -2.4% | +5.4% | +4.0% |
| 30D | -3.0% | +13.0% | -16.1% | -10.6% |
| 3M | -17.6% | +41.7% | -59.3% | -31.9% |
| 6M | -3.2% | +105.9% | -109.2% | -35.4% |
| YTD | -28.2% | +92.6% | -120.8% | -51.3% |
| 1Y | -46.1% | +81.1% | -127.1% | -62.4% |
| 3Y | -22.2% | +84.8% | -107.0% | -50.8% |
| 5Y | -60.4% | -34.4% | -25.9% | -61.5% |
| All | +152.4% | +21.6% | +130.9% | +83.7% |
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 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