-32.8%
OKTA vs DOC
-22.1%
-10.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.2% | -10.2% | -10.3% |
| 7D | -22.9% | +6.2% | -29.1% | -24.4% |
| 30D | -21.7% | +6.5% | -28.2% | -23.5% |
| 3M | +16.4% | -6.2% | +22.6% | +18.5% |
| 6M | +120.1% | +25.6% | +94.6% | +97.8% |
| YTD | +97.9% | +32.1% | +65.9% | +72.8% |
| 1Y | +96.4% | +20.3% | +76.2% | +78.5% |
| 3Y | +144.9% | +42.7% | +102.2% | +93.6% |
| 5Y | -32.8% | -22.2% | -10.7% | -20.3% |
| All | -32.8% | -22.1% | -10.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling