+712.6%
OKTA vs DOC
+6.9%
+705.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.1% |
| 7D | -14.2% | +8.7% | -22.9% | -16.1% |
| 30D | -12.5% | +7.6% | -20.1% | -14.3% |
| 3M | +29.2% | -5.3% | +34.5% | +30.5% |
| 6M | +147.3% | +27.6% | +119.7% | +128.1% |
| YTD | +120.9% | +32.4% | +88.5% | +100.9% |
| 1Y | +119.7% | +22.9% | +96.8% | +103.9% |
| 3Y | +173.4% | +43.1% | +130.3% | +138.7% |
| 5Y | -25.3% | -21.4% | -3.9% | -23.5% |
| All | +712.6% | +6.9% | +705.8% | +693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling