+164.6%
DOCN vs OKTA
-24.5%
+189.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.1% | +2.6% | -1.5% | -0.4% |
| 30D | -9.6% | +16.0% | -25.7% | -18.9% |
| 3M | -37.7% | +38.2% | -75.8% | -50.2% |
| 6M | +115.2% | +137.8% | -22.6% | +18.6% |
| YTD | +133.7% | +97.3% | +36.4% | +43.9% |
| 1Y | +250.2% | +90.1% | +160.1% | +120.8% |
| 3Y | +320.3% | +98.0% | +222.3% | +136.9% |
| 5Y | +53.1% | -36.9% | +90.0% | +88.4% |
| All | +164.6% | -24.5% | +189.1% | +193.6% |
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 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