+113.0%
DUK vs OKTA
+601.1%
-488.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | -2.4% | +13.0% | -15.5% | -2.6% |
| 3M | -3.0% | +41.7% | -44.7% | -3.5% |
| 6M | -6.6% | +105.9% | -112.5% | -7.8% |
| YTD | +4.6% | +92.6% | -88.0% | +3.2% |
| 1Y | +1.2% | +81.1% | -79.8% | 0.0% |
| 3Y | +45.7% | +84.8% | -39.2% | +43.0% |
| 5Y | +40.3% | -34.4% | +74.7% | +40.0% |
| All | +113.0% | +601.1% | -488.0% | +103.2% |
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