+105.1%
DOCN vs OKTA
-19.4%
+124.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +8.4% |
| 7D | +3.7% | -4.6% | +8.3% | +7.3% |
| 30D | -33.7% | -19.7% | -13.9% | -24.4% |
| 3M | -27.9% | +21.2% | -49.1% | -36.8% |
| 6M | -46.4% | +123.1% | -169.5% | -69.1% |
| YTD | +81.1% | +110.8% | -29.7% | +7.5% |
| 1Y | +74.3% | +113.0% | -38.7% | +2.8% |
| 3Y | +245.8% | +168.9% | +76.9% | +61.6% |
| 5Y | -23.7% | -28.7% | +4.9% | -11.4% |
| All | +105.1% | -19.4% | +124.4% | +119.3% |
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