+625.6%
OKTA vs DECK
+826.8%
-201.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.4% |
| 7D | +2.6% | -2.2% | +4.9% | +3.4% |
| 30D | +16.0% | -13.6% | +29.6% | +21.6% |
| 3M | +38.2% | -21.2% | +59.4% | +48.6% |
| 6M | +137.8% | -21.1% | +158.9% | +152.9% |
| YTD | +97.3% | -17.2% | +114.5% | +103.5% |
| 1Y | +90.1% | -30.7% | +120.9% | +107.1% |
| 3Y | +98.0% | -3.4% | +101.4% | +69.7% |
| 5Y | -36.9% | +25.5% | -62.5% | -53.8% |
| All | +625.6% | +826.8% | -201.2% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling