+119.7%
OKTA vs DGX
+45.0%
+74.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +1.0% |
| 7D | -14.2% | +4.1% | -18.3% | -13.9% |
| 30D | -12.5% | +10.5% | -23.0% | -11.5% |
| 3M | +29.2% | +9.8% | +19.4% | +30.5% |
| 6M | +147.3% | +34.6% | +112.8% | +155.0% |
| YTD | +120.9% | +49.8% | +71.1% | +128.3% |
| 1Y | +119.7% | +46.0% | +73.6% | +124.0% |
| All | +119.7% | +45.0% | +74.7% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling