+308.7%
OKTA vs DOCU
+80.0%
+228.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.8% |
| 7D | +2.6% | +6.9% | -4.3% | -0.8% |
| 30D | +16.0% | +19.0% | -3.0% | +6.5% |
| 3M | +38.2% | +34.3% | +3.9% | +17.6% |
| 6M | +137.8% | +48.0% | +89.8% | +95.3% |
| YTD | +97.3% | 0.0% | +97.3% | +95.8% |
| 1Y | +90.1% | -10.3% | +100.4% | +96.8% |
| 3Y | +98.0% | +32.4% | +65.6% | +53.1% |
| 5Y | -36.9% | -77.9% | +41.0% | +1.4% |
| All | +308.7% | +80.0% | +228.7% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling