+40.9%
DUK vs OKTA
-34.5%
+75.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.7% |
| 30D | -2.4% | +13.0% | -15.5% | -2.3% |
| 3M | -3.0% | +41.7% | -44.7% | -2.8% |
| 6M | -6.6% | +105.9% | -112.5% | -6.4% |
| YTD | +4.6% | +92.6% | -88.0% | +4.8% |
| 1Y | +1.2% | +81.1% | -79.8% | +1.5% |
| 3Y | +45.7% | +84.8% | -39.2% | +45.5% |
| All | +40.9% | -34.5% | +75.4% | +33.3% |
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