+163.2%
OKTA vs D
+74.2%
+89.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.5% |
| 7D | -6.0% | +2.4% | -8.3% | -5.7% |
| 30D | -23.2% | +10.9% | -34.1% | -22.3% |
| 3M | +18.3% | +2.8% | +15.5% | +19.2% |
| 6M | +112.6% | +12.7% | +99.9% | +114.8% |
| YTD | +106.3% | +20.3% | +85.9% | +108.6% |
| 1Y | +108.0% | +17.1% | +90.9% | +110.5% |
| 3Y | +163.2% | +75.1% | +88.0% | +124.5% |
| All | +163.2% | +74.2% | +89.0% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling