+612.9%
OKTA vs DG
+109.0%
+503.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.6% |
| 7D | +0.7% | -2.5% | +3.2% | +1.4% |
| 30D | +13.0% | +1.0% | +12.0% | +12.7% |
| 3M | +43.4% | +20.3% | +23.1% | +35.2% |
| 6M | +107.6% | -11.7% | +119.4% | +113.7% |
| YTD | +93.8% | -2.3% | +96.1% | +93.2% |
| 1Y | +80.8% | +20.0% | +60.8% | +68.1% |
| 3Y | +91.8% | +7.2% | +84.6% | +78.9% |
| 5Y | -36.4% | -37.9% | +1.5% | -28.4% |
| All | +612.9% | +109.0% | +503.8% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling