+677.8%
OKTA vs DECK
+837.7%
-159.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.7% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | -13.7% | +4.8% | -18.5% | -15.5% |
| 3M | +18.0% | -6.9% | +25.0% | +19.8% |
| 6M | +133.8% | -7.6% | +141.4% | +135.9% |
| YTD | +111.5% | -16.3% | +127.7% | +116.0% |
| 1Y | +118.3% | +4.5% | +113.8% | +104.8% |
| 3Y | +168.0% | -17.1% | +185.1% | +146.8% |
| 5Y | -30.1% | +21.9% | -52.0% | -48.4% |
| All | +677.8% | +837.7% | -159.9% | +202.9% |
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