-50.3%
DXCM vs OKTA
-29.2%
-21.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.1% |
| 7D | -9.2% | -4.6% | -4.6% | -8.4% |
| 30D | -6.5% | -19.7% | +13.3% | -3.0% |
| 3M | -10.3% | +21.2% | -31.5% | -15.6% |
| 6M | +35.4% | +123.1% | -87.7% | +9.0% |
| YTD | +21.1% | +110.8% | -89.7% | -2.5% |
| 1Y | +38.2% | +113.0% | -74.7% | +10.9% |
| 3Y | -14.6% | +168.9% | -183.5% | -39.2% |
| All | -50.3% | -29.2% | -21.1% | -45.0% |
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 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