-32.9%
DOCS vs OKTA
+117.7%
-150.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | +8.4% | -5.9% | +0.9% |
| 30D | +11.4% | -13.7% | +25.1% | +14.2% |
| 3M | +25.4% | +18.0% | +7.4% | +19.5% |
| 6M | +42.5% | +133.8% | -91.3% | +18.2% |
| YTD | -24.7% | +111.5% | -136.2% | -37.8% |
| 1Y | -32.9% | +118.3% | -151.3% | -46.3% |
| All | -32.9% | +117.7% | -150.6% | -46.3% |
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