+329.2%
DXCM vs OKTA
+620.5%
-291.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -5.6% | +13.8% | -19.4% | -10.2% |
| 3M | +13.0% | +48.9% | -35.9% | -1.1% |
| 6M | +24.7% | +114.9% | -90.3% | -4.6% |
| YTD | +27.3% | +97.9% | -70.6% | -1.1% |
| 1Y | +11.2% | +89.7% | -78.5% | -13.0% |
| 3Y | -19.0% | +95.8% | -114.8% | -41.4% |
| 5Y | -38.5% | -32.6% | -5.8% | -40.5% |
| All | +329.2% | +620.5% | -291.3% | +117.7% |
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