+114.1%
DT vs OKTA
+26.1%
+88.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.6% |
| 30D | +3.0% | +13.0% | -10.0% | -4.3% |
| 3M | +26.5% | +41.7% | -15.2% | +5.5% |
| 6M | +35.9% | +105.9% | -70.0% | -7.4% |
| YTD | +17.8% | +92.6% | -74.7% | -17.5% |
| 1Y | +4.1% | +81.1% | -77.0% | -25.3% |
| 3Y | +5.3% | +84.8% | -79.5% | -31.9% |
| 5Y | -27.2% | -34.4% | +7.3% | -22.4% |
| All | +114.1% | +26.1% | +88.0% | +47.1% |
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