+90.1%
OKTA vs DLTR
+29.2%
+60.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.6% | +2.5% | +0.2% | +2.5% |
| 30D | +16.0% | +2.1% | +14.0% | +15.5% |
| 3M | +38.2% | +20.3% | +17.9% | +33.3% |
| 6M | +137.8% | +11.5% | +126.3% | +126.3% |
| YTD | +97.3% | +6.8% | +90.5% | +87.7% |
| 1Y | +90.1% | +31.1% | +59.0% | +69.2% |
| All | +90.1% | +29.2% | +60.9% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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