+608.2%
OKTA vs DGX
+188.8%
+419.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | +13.0% | -1.2% | +14.2% | +13.3% |
| 3M | +41.7% | +15.8% | +25.9% | +35.2% |
| 6M | +105.9% | +18.2% | +87.8% | +94.9% |
| YTD | +92.6% | +37.2% | +55.3% | +72.8% |
| 1Y | +81.1% | +30.4% | +50.7% | +64.7% |
| 3Y | +84.8% | +96.7% | -11.9% | +42.6% |
| 5Y | -34.4% | +67.2% | -101.6% | -46.9% |
| All | +608.2% | +188.8% | +419.4% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling