+152.6%
OKTA vs DOCU
+91.1%
+61.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.0% | -8.4% | -9.5% |
| 7D | -22.9% | -3.2% | -19.6% | -21.6% |
| 30D | -21.7% | +15.7% | -37.4% | -27.2% |
| 3M | +16.4% | +37.3% | -20.9% | +0.4% |
| 6M | +120.1% | +63.1% | +57.0% | +75.8% |
| YTD | +97.9% | +15.4% | +82.6% | +78.5% |
| 1Y | +96.4% | +11.3% | +85.1% | +79.0% |
| All | +152.6% | +91.1% | +61.5% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling