-37.1%
DOCS vs OKTA
-25.4%
-11.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | +8.4% | -5.9% | -0.7% |
| 30D | +11.4% | -13.7% | +25.1% | +16.6% |
| 3M | +25.4% | +18.0% | +7.4% | +13.2% |
| 6M | +42.5% | +133.8% | -91.3% | -6.8% |
| YTD | -24.7% | +111.5% | -136.2% | -49.8% |
| 1Y | -32.9% | +118.3% | -151.3% | -56.0% |
| 3Y | +39.6% | +168.0% | -128.4% | -24.1% |
| 5Y | -54.6% | -30.1% | -24.6% | -47.3% |
| All | -37.1% | -25.4% | -11.7% | -31.8% |
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