+350.1%
OKTA vs DBX
+19.3%
+330.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +1.7% |
| 7D | +5.9% | +0.3% | +5.6% | +5.7% |
| 30D | +14.6% | 0.0% | +14.6% | +15.0% |
| 3M | +44.0% | +26.1% | +17.9% | +25.5% |
| 6M | +116.7% | +29.4% | +87.4% | +86.3% |
| YTD | +99.8% | +24.4% | +75.3% | +75.5% |
| 1Y | +84.1% | +10.9% | +73.2% | +71.1% |
| 3Y | +97.7% | +24.1% | +73.6% | +64.4% |
| 5Y | -35.2% | +7.8% | -42.9% | -42.5% |
| All | +350.1% | +19.3% | +330.8% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling