+634.8%
OKTA vs DD
+36.9%
+597.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.9% |
| 7D | +5.9% | -3.8% | +9.6% | +7.2% |
| 30D | +14.6% | -9.2% | +23.8% | +18.3% |
| 3M | +44.0% | -9.0% | +53.0% | +48.2% |
| 6M | +116.7% | -5.0% | +121.7% | +118.7% |
| YTD | +99.8% | +7.4% | +92.4% | +92.7% |
| 1Y | +84.1% | +35.1% | +48.9% | +63.3% |
| 3Y | +97.7% | +43.2% | +54.5% | +68.9% |
| 5Y | -35.2% | +59.6% | -94.8% | -46.8% |
| All | +634.8% | +36.9% | +597.8% | +495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling