+61.6%
DRAM vs OKTA
+132.8%
-71.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.9% |
| 7D | -0.6% | -4.6% | +4.0% | +0.6% |
| 30D | -18.0% | -19.7% | +1.7% | -15.5% |
| 3M | -11.9% | +21.2% | -33.1% | -12.3% |
| 6M | -18.6% | +123.1% | -141.7% | -18.5% |
| All | +61.6% | +132.8% | -71.2% | +62.4% |
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