+39.5%
DXCM vs OKTA
+117.7%
-78.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +4.9% | +8.4% | -3.5% | +4.4% |
| 30D | -0.2% | -13.7% | +13.5% | +0.5% |
| 3M | -8.9% | +18.0% | -26.9% | -10.7% |
| 6M | +42.3% | +133.8% | -91.6% | +29.5% |
| YTD | +25.6% | +111.5% | -85.9% | +18.0% |
| 1Y | +39.5% | +118.3% | -78.8% | +31.0% |
| All | +39.5% | +117.7% | -78.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling