+84.1%
OKTA vs D
+17.3%
+66.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +2.5% |
| 7D | +5.9% | -0.4% | +6.3% | +5.7% |
| 30D | +14.6% | -2.1% | +16.6% | +13.8% |
| 3M | +44.0% | -0.7% | +44.7% | +43.9% |
| 6M | +116.7% | +5.6% | +111.1% | +119.2% |
| YTD | +99.8% | +14.6% | +85.2% | +113.8% |
| 1Y | +84.1% | +15.3% | +68.7% | +96.7% |
| All | +84.1% | +17.3% | +66.8% | +96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling