-34.6%
OKTA vs DOCU
-71.0%
+36.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.6% |
| 7D | -19.0% | -5.5% | -13.4% | -16.4% |
| 30D | -22.6% | +12.6% | -35.3% | -27.6% |
| 3M | +17.5% | +36.4% | -18.9% | 0.0% |
| 6M | +117.8% | +66.8% | +51.0% | +66.8% |
| YTD | +95.1% | +13.5% | +81.6% | +80.0% |
| 1Y | +96.4% | +11.3% | +85.1% | +82.3% |
| 3Y | +149.0% | +92.1% | +56.9% | +54.6% |
| All | -34.6% | -71.0% | +36.4% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling