+325.4%
OKTA vs DOCU
+104.6%
+220.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | -3.9% | -4.8% | +0.8% | -1.4% |
| 30D | -23.5% | +9.4% | -32.9% | -27.2% |
| 3M | +19.7% | +29.0% | -9.3% | +5.1% |
| 6M | +111.6% | +62.3% | +49.3% | +64.7% |
| YTD | +105.4% | +13.7% | +91.7% | +90.2% |
| 1Y | +108.4% | +11.5% | +96.8% | +94.1% |
| 3Y | +167.8% | +94.2% | +73.6% | +69.1% |
| 5Y | -33.8% | -71.7% | +37.9% | -6.2% |
| All | +325.4% | +104.6% | +220.8% | +132.8% |
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