-30.9%
OKTA vs D
+14.3%
-45.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.0% | +2.4% | -8.3% | -6.1% |
| 30D | -23.2% | +10.9% | -34.1% | -23.9% |
| 3M | +18.3% | +2.8% | +15.5% | +18.1% |
| 6M | +112.6% | +12.7% | +99.9% | +109.6% |
| YTD | +106.3% | +20.3% | +85.9% | +100.9% |
| 1Y | +108.0% | +17.1% | +90.9% | +103.4% |
| 3Y | +163.2% | +75.1% | +88.0% | +127.4% |
| 5Y | -30.9% | +13.1% | -44.0% | -40.3% |
| All | -30.9% | +14.3% | -45.2% | -40.3% |
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