-35.6%
OKTA vs DOC
-24.5%
-11.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +2.6% | -1.5% | +4.1% | +3.1% |
| 30D | +16.0% | -4.8% | +20.8% | +17.7% |
| 3M | +38.2% | +6.9% | +31.3% | +34.1% |
| 6M | +137.8% | +20.7% | +117.1% | +118.2% |
| YTD | +97.3% | +34.1% | +63.1% | +72.3% |
| 1Y | +90.1% | +22.6% | +67.5% | +72.0% |
| 3Y | +98.0% | +20.8% | +77.2% | +75.6% |
| All | -35.6% | -24.5% | -11.1% | -29.7% |
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 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