+60.3%
DOCS vs OKTA
+163.1%
-102.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | -0.3% |
| 7D | 0.0% | -3.9% | +3.9% | +1.0% |
| 30D | +7.8% | -23.5% | +31.3% | +14.7% |
| 3M | +20.0% | +19.7% | +0.2% | +12.0% |
| 6M | +26.5% | +111.6% | -85.1% | -0.9% |
| YTD | -25.8% | +105.4% | -131.1% | -42.2% |
| 1Y | -39.5% | +108.4% | -147.8% | -53.1% |
| 3Y | +60.3% | +167.8% | -107.5% | +2.2% |
| All | +60.3% | +163.1% | -102.8% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling