+41.5%
DLR vs OKTA
-35.6%
+77.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -2.9% | +13.8% | -16.7% | -4.9% |
| 3M | +3.2% | +48.9% | -45.7% | -3.0% |
| 6M | +3.9% | +114.9% | -111.1% | -8.8% |
| YTD | +21.4% | +97.9% | -76.4% | +7.4% |
| 1Y | +9.7% | +89.7% | -80.0% | -2.5% |
| 3Y | +56.5% | +95.8% | -39.3% | +34.8% |
| 5Y | +41.5% | -32.6% | +74.1% | +30.8% |
| All | +41.5% | -35.6% | +77.1% | +30.8% |
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