+608.2%
OKTA vs DG
+103.7%
+504.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.1% |
| 7D | -2.4% | -6.5% | +4.1% | -0.5% |
| 30D | +13.0% | +4.2% | +8.9% | +11.8% |
| 3M | +41.7% | +9.5% | +32.2% | +37.3% |
| 6M | +105.9% | -13.1% | +119.1% | +112.9% |
| YTD | +92.6% | -4.8% | +97.4% | +93.3% |
| 1Y | +81.1% | +20.6% | +60.4% | +68.1% |
| 3Y | +84.8% | +4.9% | +79.9% | +73.4% |
| 5Y | -34.4% | -37.9% | +3.4% | -26.5% |
| All | +608.2% | +103.7% | +504.6% | +493.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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