-55.0%
DOCS vs OKTA
-33.2%
-21.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.6% | -6.0% | +5.4% | +1.6% |
| 30D | +6.3% | -23.2% | +29.5% | +16.1% |
| 3M | +26.5% | +18.3% | +8.2% | +14.5% |
| 6M | +24.8% | +112.6% | -87.8% | -14.0% |
| YTD | -26.8% | +106.3% | -133.1% | -50.1% |
| 1Y | -38.3% | +108.0% | -146.3% | -58.1% |
| 3Y | +36.0% | +163.2% | -127.1% | -24.1% |
| 5Y | -55.0% | -30.9% | -24.1% | -50.3% |
| All | -55.0% | -33.2% | -21.8% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling