+333.8%
OKTA vs DBX
+22.6%
+311.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -3.6% |
| 7D | -2.4% | +2.1% | -4.5% | -3.6% |
| 30D | +13.0% | +5.7% | +7.3% | +9.7% |
| 3M | +41.7% | +31.8% | +9.9% | +20.4% |
| 6M | +105.9% | +37.5% | +68.5% | +70.9% |
| YTD | +92.6% | +27.9% | +64.6% | +66.4% |
| 1Y | +81.1% | +15.0% | +66.0% | +64.5% |
| 3Y | +84.8% | +27.2% | +57.7% | +51.4% |
| 5Y | -34.4% | +12.8% | -47.2% | -43.3% |
| All | +333.8% | +22.6% | +311.2% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling