+634.8%
OKTA vs DKS
+252.5%
+382.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.9% |
| 7D | +5.9% | -2.9% | +8.8% | +6.6% |
| 30D | +14.6% | -37.7% | +52.3% | +25.7% |
| 3M | +44.0% | -38.9% | +82.9% | +58.2% |
| 6M | +116.7% | -31.1% | +147.8% | +130.0% |
| YTD | +99.8% | -31.8% | +131.6% | +112.0% |
| 1Y | +84.1% | -38.0% | +122.1% | +99.1% |
| 3Y | +97.7% | +28.6% | +69.1% | +74.4% |
| 5Y | -35.2% | +12.5% | -47.7% | -43.7% |
| All | +634.8% | +252.5% | +382.3% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling