+617.5%
OKTA vs DOC
+7.4%
+610.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -19.0% | +6.5% | -25.5% | -20.3% |
| 30D | -22.6% | +9.2% | -31.8% | -24.5% |
| 3M | +17.5% | -2.5% | +20.0% | +17.8% |
| 6M | +117.8% | +7.1% | +110.8% | +112.2% |
| YTD | +95.1% | +33.0% | +62.1% | +77.2% |
| 1Y | +96.4% | +23.3% | +73.2% | +82.2% |
| 3Y | +149.0% | +44.9% | +104.0% | +116.6% |
| 5Y | -33.8% | -21.6% | -12.2% | -32.2% |
| All | +617.5% | +7.4% | +610.2% | +599.7% |
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