+677.8%
OKTA vs DOC
+5.9%
+672.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +8.4% | -1.4% | +9.8% | +8.8% |
| 30D | -13.7% | +7.2% | -20.9% | -15.4% |
| 3M | +18.0% | -2.5% | +20.5% | +18.3% |
| 6M | +133.8% | +5.3% | +128.5% | +128.8% |
| YTD | +111.5% | +31.2% | +80.3% | +92.8% |
| 1Y | +118.3% | +21.9% | +96.4% | +103.1% |
| 3Y | +168.0% | +53.9% | +114.1% | +129.0% |
| 5Y | -30.1% | -21.7% | -8.4% | -28.3% |
| All | +677.8% | +5.9% | +672.0% | +661.3% |
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