+677.8%
OKTA vs D
+30.7%
+647.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +8.4% | -1.4% | +9.8% | +8.6% |
| 30D | -13.7% | +7.7% | -21.4% | -14.7% |
| 3M | +18.0% | -0.3% | +18.3% | +18.0% |
| 6M | +133.8% | +10.1% | +123.8% | +129.7% |
| YTD | +111.5% | +19.1% | +92.4% | +104.3% |
| 1Y | +118.3% | +15.9% | +102.4% | +111.8% |
| 3Y | +168.0% | +75.0% | +93.0% | +134.6% |
| 5Y | -30.1% | +13.4% | -43.4% | -33.9% |
| All | +677.8% | +30.7% | +647.2% | +648.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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