+149.0%
OKTA vs DOC
+44.2%
+104.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -19.0% | +6.5% | -25.5% | -19.6% |
| 30D | -22.6% | +9.2% | -31.8% | -23.5% |
| 3M | +17.5% | -2.5% | +20.0% | +17.9% |
| 6M | +117.8% | +7.1% | +110.8% | +114.3% |
| YTD | +95.1% | +33.0% | +62.1% | +81.4% |
| 1Y | +96.4% | +23.3% | +73.2% | +86.1% |
| 3Y | +149.0% | +44.9% | +104.0% | +112.8% |
| All | +149.0% | +44.2% | +104.8% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling