+608.2%
OKTA vs DKS
+260.3%
+348.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.2% |
| 7D | -2.4% | -2.0% | -0.4% | -2.0% |
| 30D | +13.0% | -32.7% | +45.8% | +21.8% |
| 3M | +41.7% | -38.8% | +80.5% | +55.6% |
| 6M | +105.9% | -29.4% | +135.4% | +117.3% |
| YTD | +92.6% | -30.3% | +122.9% | +103.3% |
| 1Y | +81.1% | -39.6% | +120.7% | +97.2% |
| 3Y | +84.8% | +32.2% | +52.6% | +62.0% |
| 5Y | -34.4% | +15.1% | -49.6% | -43.4% |
| All | +608.2% | +260.3% | +348.0% | +383.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling