-32.6%
OKTA vs DD
+57.4%
-90.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +0.4% | -2.9% | +3.3% | +1.7% |
| 30D | +13.8% | -11.5% | +25.3% | +20.4% |
| 3M | +48.9% | -5.4% | +54.3% | +52.0% |
| 6M | +114.9% | -6.9% | +121.8% | +119.4% |
| YTD | +97.9% | +6.9% | +91.0% | +87.1% |
| 1Y | +89.7% | +35.6% | +54.0% | +57.2% |
| 3Y | +95.8% | +42.5% | +53.3% | +52.2% |
| 5Y | -32.6% | +58.5% | -91.1% | -50.3% |
| All | -32.6% | +57.4% | -90.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling