-32.8%
OKTA vs DECK
+25.8%
-58.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.5% | -8.9% | -9.9% |
| 7D | -22.9% | +6.0% | -28.9% | -24.5% |
| 30D | -21.7% | +7.4% | -29.2% | -24.0% |
| 3M | +16.4% | -11.7% | +28.1% | +20.7% |
| 6M | +120.1% | -11.0% | +131.1% | +125.1% |
| YTD | +97.9% | -15.4% | +113.3% | +101.5% |
| 1Y | +96.4% | +7.2% | +89.2% | +79.8% |
| 3Y | +144.9% | -11.8% | +156.8% | +94.3% |
| 5Y | -32.8% | +24.3% | -57.2% | -57.4% |
| All | -32.8% | +25.8% | -58.6% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling