-38.7%
DOCS vs OKTA
-31.1%
-7.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -0.8% | -19.0% | +18.2% | +7.2% |
| 30D | +17.4% | -22.6% | +40.0% | +28.2% |
| 3M | +57.4% | +17.5% | +39.8% | +42.6% |
| 6M | +26.5% | +117.8% | -91.3% | -15.0% |
| YTD | -26.6% | +95.1% | -121.7% | -49.4% |
| 1Y | -48.1% | +96.4% | -144.5% | -64.4% |
| 3Y | +52.6% | +149.0% | -96.3% | -14.5% |
| 5Y | -52.1% | -33.8% | -18.3% | -43.6% |
| All | -38.7% | -31.1% | -7.5% | -31.4% |
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