-39.3%
DXCM vs OKTA
-34.4%
-4.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.4% |
| 7D | -6.5% | +5.9% | -12.4% | -7.6% |
| 30D | -4.3% | +14.6% | -18.9% | -7.9% |
| 3M | +7.3% | +44.0% | -36.7% | -2.5% |
| 6M | +22.0% | +116.7% | -94.7% | -1.1% |
| YTD | +26.4% | +99.8% | -73.4% | +3.8% |
| 1Y | +7.0% | +84.1% | -77.1% | -10.7% |
| 3Y | -19.6% | +97.7% | -117.3% | -37.5% |
| 5Y | -39.3% | -35.2% | -4.1% | -29.4% |
| All | -39.3% | -34.4% | -4.9% | -29.4% |
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