-36.4%
OKTA vs D
+8.5%
-44.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +13.0% | -0.7% | +13.7% | +13.1% |
| 3M | +43.4% | +2.1% | +41.3% | +43.0% |
| 6M | +107.6% | +6.8% | +100.8% | +105.4% |
| YTD | +93.8% | +16.5% | +77.3% | +89.3% |
| 1Y | +80.8% | +19.2% | +61.7% | +75.5% |
| 3Y | +91.8% | +61.9% | +29.9% | +68.0% |
| 5Y | -36.4% | +6.5% | -42.9% | -43.9% |
| All | -36.4% | +8.5% | -44.9% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling