+51.5%
DOCN vs OKTA
+106.9%
-55.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.3% | +2.8% | +5.7% |
| 7D | -12.8% | -3.9% | -8.8% | -10.8% |
| 30D | -41.9% | -23.5% | -18.4% | -34.7% |
| 3M | -36.9% | +19.7% | -56.7% | -40.6% |
| 6M | -52.2% | +111.6% | -163.9% | -67.4% |
| YTD | +62.7% | +105.4% | -42.6% | +11.7% |
| All | +51.5% | +106.9% | -55.3% | +3.1% |
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