+677.8%
OKTA vs DOC
+6.4%
+671.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +8.4% | -0.9% | +9.3% | +8.7% |
| 30D | -13.7% | +7.7% | -21.4% | -15.5% |
| 3M | +18.0% | -2.0% | +20.0% | +18.1% |
| 6M | +133.8% | +5.9% | +128.0% | +128.5% |
| YTD | +111.5% | +31.8% | +79.7% | +92.6% |
| 1Y | +118.3% | +22.5% | +95.8% | +102.8% |
| 3Y | +168.0% | +54.7% | +113.3% | +128.7% |
| 5Y | -30.1% | -21.3% | -8.8% | -28.4% |
| All | +677.8% | +6.4% | +671.4% | +660.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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