+66.4%
DOCN vs OKTA
-24.3%
+90.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -10.4% | -5.4% | -10.0% |
| 7D | -29.3% | -22.9% | -6.4% | -18.1% |
| 30D | -46.0% | -21.7% | -24.3% | -37.6% |
| 3M | -43.2% | +16.4% | -59.6% | -49.1% |
| 6M | -53.7% | +120.1% | -173.9% | -73.3% |
| YTD | +46.9% | +97.9% | -51.0% | -9.8% |
| 1Y | +54.3% | +96.4% | -42.1% | -4.9% |
| 3Y | +185.5% | +144.9% | +40.6% | +40.9% |
| 5Y | -31.1% | -32.8% | +1.8% | -17.0% |
| All | +66.4% | -24.3% | +90.6% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling