+84.8%
OKTA vs DHI
+21.1%
+63.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.0% |
| 7D | -2.4% | -3.4% | +1.0% | -1.8% |
| 30D | +13.0% | -5.4% | +18.5% | +13.9% |
| 3M | +41.7% | -10.4% | +52.1% | +43.9% |
| 6M | +105.9% | -2.8% | +108.7% | +105.3% |
| YTD | +92.6% | -3.4% | +96.0% | +91.0% |
| 1Y | +81.1% | -22.9% | +104.0% | +88.1% |
| 3Y | +84.8% | +20.7% | +64.2% | +51.8% |
| All | +84.8% | +21.1% | +63.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3y: compounded portfolio wealth divided by compounded DHI 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…
3y analysis · Full analysis span regression · 6 months rolling