+627.8%
OKTA vs D
+25.6%
+602.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +13.8% | -3.5% | +17.3% | +14.4% |
| 3M | +48.9% | -1.6% | +50.5% | +49.2% |
| 6M | +114.9% | +5.8% | +109.1% | +112.1% |
| YTD | +97.9% | +14.5% | +83.4% | +92.5% |
| 1Y | +89.7% | +14.2% | +75.5% | +84.3% |
| 3Y | +95.8% | +59.0% | +36.8% | +74.4% |
| 5Y | -32.6% | +5.4% | -38.0% | -35.5% |
| All | +627.8% | +25.6% | +602.2% | +604.8% |
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