+304.1%
OKTA vs DOCU
+104.2%
+199.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.6% |
| 7D | -19.0% | -5.5% | -13.4% | -16.5% |
| 30D | -22.6% | +12.6% | -35.3% | -27.5% |
| 3M | +17.5% | +36.4% | -18.9% | +0.2% |
| 6M | +117.8% | +66.8% | +51.0% | +67.3% |
| YTD | +95.1% | +13.5% | +81.6% | +80.8% |
| 1Y | +96.4% | +11.3% | +85.1% | +83.1% |
| 3Y | +149.0% | +92.1% | +56.9% | +58.1% |
| 5Y | -33.8% | -71.0% | +37.2% | -7.5% |
| All | +304.1% | +104.2% | +199.9% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling