-33.3%
OKTA vs DG
-37.9%
+4.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | -2.4% | -6.5% | +4.1% | -0.8% |
| 30D | +13.0% | +4.2% | +8.9% | +12.0% |
| 3M | +41.7% | +9.5% | +32.2% | +38.1% |
| 6M | +105.9% | -13.1% | +119.1% | +111.1% |
| YTD | +92.6% | -4.8% | +97.4% | +92.9% |
| 1Y | +81.1% | +20.6% | +60.4% | +70.6% |
| 3Y | +84.8% | +4.9% | +79.9% | +78.6% |
| All | -33.3% | -37.9% | +4.6% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling