+675.2%
OKTA vs D
+31.4%
+643.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.2% |
| 7D | -4.6% | -2.4% | -2.2% | -4.3% |
| 30D | -19.7% | +9.0% | -28.7% | -20.8% |
| 3M | +21.2% | +1.0% | +20.3% | +21.0% |
| 6M | +123.1% | +11.0% | +112.1% | +118.8% |
| YTD | +110.8% | +19.8% | +91.0% | +103.5% |
| 1Y | +113.0% | +16.0% | +97.0% | +106.6% |
| 3Y | +168.9% | +74.4% | +94.6% | +135.7% |
| 5Y | -28.7% | +13.5% | -42.2% | -32.6% |
| All | +675.2% | +31.4% | +643.8% | +645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling