+655.3%
OKTA vs DOC
+9.3%
+646.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.8% |
| 7D | -3.9% | +5.9% | -9.8% | -5.3% |
| 30D | -23.5% | +10.3% | -33.8% | -25.5% |
| 3M | +19.7% | -2.2% | +21.9% | +19.9% |
| 6M | +111.6% | +8.2% | +103.4% | +105.7% |
| YTD | +105.4% | +35.4% | +70.0% | +85.8% |
| 1Y | +108.4% | +23.6% | +84.8% | +93.3% |
| 3Y | +167.8% | +57.3% | +110.6% | +127.7% |
| 5Y | -33.8% | -19.6% | -14.2% | -32.6% |
| All | +655.3% | +9.3% | +646.0% | +633.4% |
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