+95.2%
OKTA vs D
+64.6%
+30.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.6% | +1.5% | +1.2% | +2.6% |
| 30D | +16.0% | -2.6% | +18.6% | +16.0% |
| 3M | +38.2% | 0.0% | +38.2% | +38.1% |
| 6M | +137.8% | +7.4% | +130.4% | +136.8% |
| YTD | +97.3% | +15.9% | +81.4% | +95.7% |
| 1Y | +90.1% | +18.1% | +72.0% | +87.9% |
| All | +95.2% | +64.6% | +30.7% | +65.0% |
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