+90.0%
OKTA vs DD
+41.5%
+48.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.4% | -2.9% | +3.3% | +1.4% |
| 30D | +13.8% | -11.5% | +25.3% | +18.6% |
| 3M | +48.9% | -5.4% | +54.3% | +51.2% |
| 6M | +114.9% | -6.9% | +121.8% | +118.4% |
| YTD | +97.9% | +6.9% | +91.0% | +89.6% |
| 1Y | +89.7% | +35.6% | +54.0% | +64.3% |
| All | +90.0% | +41.5% | +48.5% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling