+119.7%
OKTA vs DKS
-29.5%
+149.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.3% |
| 7D | -14.2% | +8.4% | -22.6% | -14.6% |
| 30D | -12.5% | +7.7% | -20.2% | -13.0% |
| 3M | +29.2% | -25.8% | +55.0% | +31.7% |
| 6M | +147.3% | -31.0% | +178.4% | +151.8% |
| YTD | +120.9% | -23.8% | +144.7% | +116.1% |
| 1Y | +119.7% | -29.8% | +149.5% | +118.0% |
| All | +119.7% | -29.5% | +149.2% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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