+84.8%
OKTA vs DKS
+29.1%
+55.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | -2.4% | -3.0% | +0.6% | -1.8% |
| 30D | +13.0% | -33.4% | +46.4% | +21.5% |
| 3M | +41.7% | -39.4% | +81.1% | +55.0% |
| 6M | +105.9% | -30.1% | +136.0% | +115.7% |
| YTD | +92.6% | -31.0% | +123.5% | +101.6% |
| 1Y | +81.1% | -40.2% | +121.2% | +96.3% |
| 3Y | +84.8% | +30.9% | +53.9% | +31.3% |
| All | +84.8% | +29.1% | +55.7% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling