+198.1%
DOCN vs OKTA
-25.8%
+223.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.8% | +14.4% | +13.6% |
| 7D | +16.3% | +0.7% | +15.6% | +15.8% |
| 30D | +2.0% | +13.0% | -10.9% | -7.1% |
| 3M | -25.2% | +43.4% | -68.6% | -41.6% |
| 6M | +132.7% | +107.6% | +25.0% | +39.4% |
| YTD | +163.3% | +93.8% | +69.5% | +63.5% |
| 1Y | +280.3% | +80.8% | +199.5% | +146.6% |
| 3Y | +371.8% | +91.8% | +280.0% | +170.8% |
| 5Y | +87.1% | -36.4% | +123.5% | +129.7% |
| All | +198.1% | -25.8% | +223.9% | +233.6% |
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