+627.8%
OKTA vs DLTR
+52.0%
+575.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +0.4% | -9.4% | +9.9% | +2.5% |
| 30D | +13.8% | -7.3% | +21.2% | +15.2% |
| 3M | +48.9% | +7.6% | +41.3% | +45.2% |
| 6M | +114.9% | +1.6% | +113.4% | +111.1% |
| YTD | +97.9% | -3.5% | +101.4% | +95.8% |
| 1Y | +89.7% | +20.0% | +69.6% | +77.7% |
| 3Y | +95.8% | +2.3% | +93.5% | +85.0% |
| 5Y | -32.6% | +31.5% | -64.2% | -40.8% |
| All | +627.8% | +52.0% | +575.8% | +474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling