+608.2%
OKTA vs DD
+35.9%
+572.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | +13.0% | -11.7% | +24.7% | +17.7% |
| 3M | +41.7% | -9.2% | +50.9% | +46.0% |
| 6M | +105.9% | -7.2% | +113.1% | +109.5% |
| YTD | +92.6% | +6.6% | +85.9% | +86.2% |
| 1Y | +81.1% | +32.0% | +49.1% | +61.9% |
| 3Y | +84.8% | +42.1% | +42.7% | +58.3% |
| 5Y | -34.4% | +58.1% | -92.5% | -46.0% |
| All | +608.2% | +35.9% | +572.3% | +474.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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