+250.2%
DOCN vs OKTA
+90.9%
+159.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.1% | +2.6% | -1.5% | +0.1% |
| 30D | -9.6% | +16.0% | -25.7% | -15.7% |
| 3M | -37.7% | +38.2% | -75.8% | -47.0% |
| 6M | +115.2% | +137.8% | -22.6% | +24.1% |
| YTD | +133.7% | +97.3% | +36.4% | +56.5% |
| 1Y | +250.2% | +90.1% | +160.1% | +145.9% |
| All | +250.2% | +90.9% | +159.3% | +145.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling