+625.6%
OKTA vs DOC
+8.3%
+617.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | +16.0% | -4.8% | +20.8% | +17.3% |
| 3M | +38.2% | +6.9% | +31.3% | +35.2% |
| 6M | +137.8% | +20.7% | +117.1% | +123.2% |
| YTD | +97.3% | +34.1% | +63.1% | +79.3% |
| 1Y | +90.1% | +22.6% | +67.5% | +76.9% |
| 3Y | +98.0% | +20.8% | +77.2% | +82.1% |
| 5Y | -36.9% | -24.9% | -12.0% | -34.7% |
| All | +625.6% | +8.3% | +617.4% | +607.7% |
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 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