-26.7%
DT vs OKTA
-35.6%
+8.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +3.5% | +13.8% | -10.3% | -2.8% |
| 3M | +26.7% | +48.9% | -22.2% | +6.7% |
| 6M | +36.1% | +114.9% | -78.8% | -3.1% |
| YTD | +18.6% | +97.9% | -79.2% | -13.0% |
| 1Y | +7.9% | +89.7% | -81.8% | -19.8% |
| 3Y | +8.6% | +95.8% | -87.3% | -25.8% |
| 5Y | -26.7% | -32.6% | +6.0% | -17.6% |
| All | -26.7% | -35.6% | +8.9% | -17.6% |
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