+608.2%
OKTA vs DLTR
+51.4%
+556.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.4% | -10.1% | +7.7% | -0.3% |
| 30D | +13.0% | -8.1% | +21.2% | +14.6% |
| 3M | +41.7% | +2.9% | +38.8% | +39.6% |
| 6M | +105.9% | +4.3% | +101.6% | +101.1% |
| YTD | +92.6% | -3.9% | +96.5% | +90.7% |
| 1Y | +81.1% | +18.9% | +62.2% | +70.0% |
| 3Y | +84.8% | +1.9% | +82.9% | +74.7% |
| 5Y | -34.4% | +31.0% | -65.4% | -42.4% |
| All | +608.2% | +51.4% | +556.8% | +459.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling