+617.5%
OKTA vs DECK
+836.6%
-219.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | -19.0% | +5.8% | -24.7% | -20.6% |
| 30D | -22.6% | +7.9% | -30.5% | -24.9% |
| 3M | +17.5% | -11.4% | +28.9% | +21.4% |
| 6M | +117.8% | -16.6% | +134.4% | +127.8% |
| YTD | +95.1% | -16.4% | +111.4% | +99.4% |
| 1Y | +96.4% | +8.6% | +87.8% | +81.5% |
| 3Y | +149.0% | -15.1% | +164.1% | +127.0% |
| 5Y | -33.8% | +22.9% | -56.7% | -51.3% |
| All | +617.5% | +836.6% | -219.0% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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