+70.5%
DOCN vs OKTA
-25.4%
+95.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.3% |
| 7D | -19.2% | -19.0% | -0.2% | -9.1% |
| 30D | -43.1% | -22.6% | -20.4% | -33.7% |
| 3M | -40.7% | +17.5% | -58.2% | -47.2% |
| 6M | -55.0% | +117.8% | -172.8% | -73.8% |
| YTD | +50.6% | +95.1% | -44.5% | -6.8% |
| 1Y | +54.0% | +96.4% | -42.5% | -5.2% |
| 3Y | +203.9% | +149.0% | +54.9% | +48.2% |
| 5Y | -29.4% | -33.8% | +4.5% | -14.3% |
| All | +70.5% | -25.4% | +95.9% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling