+608.2%
OKTA vs DHI
+360.8%
+247.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | +13.0% | -5.4% | +18.5% | +14.9% |
| 3M | +41.7% | -10.4% | +52.1% | +46.3% |
| 6M | +105.9% | -2.8% | +108.7% | +105.2% |
| YTD | +92.6% | -3.4% | +96.0% | +90.5% |
| 1Y | +81.1% | -22.9% | +104.0% | +94.2% |
| 3Y | +84.8% | +20.7% | +64.2% | +56.4% |
| 5Y | -34.4% | +62.1% | -96.6% | -52.2% |
| All | +608.2% | +360.8% | +247.5% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling