+110.9%
DT vs OKTA
+27.0%
+83.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | +2.7% | +13.0% | -10.3% | -4.5% |
| 3M | +20.0% | +43.4% | -23.5% | -0.6% |
| 6M | +28.0% | +107.6% | -79.6% | -13.0% |
| YTD | +16.0% | +93.8% | -77.8% | -19.0% |
| 1Y | +0.7% | +80.8% | -80.1% | -27.5% |
| 3Y | +6.2% | +91.8% | -85.6% | -32.6% |
| 5Y | -28.1% | -36.4% | +8.3% | -21.8% |
| All | +110.9% | +27.0% | +83.9% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling