+119.7%
OKTA vs DLTR
+45.2%
+74.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.6% | -8.9% | +0.9% |
| 7D | -14.2% | +15.6% | -29.8% | -14.1% |
| 30D | -12.5% | +29.9% | -42.3% | -13.0% |
| 3M | +29.2% | +12.5% | +16.8% | +29.3% |
| 6M | +147.3% | +56.3% | +91.0% | +131.5% |
| YTD | +120.9% | +19.5% | +101.4% | +108.9% |
| 1Y | +119.7% | +44.0% | +75.7% | +93.8% |
| All | +119.7% | +45.2% | +74.4% | +93.8% |
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