-33.3%
OKTA vs DOV
+14.8%
-48.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.2% |
| 7D | -2.4% | -2.0% | -0.4% | -1.4% |
| 30D | +13.0% | -8.9% | +21.9% | +18.8% |
| 3M | +41.7% | -13.3% | +55.0% | +51.8% |
| 6M | +105.9% | -9.7% | +115.6% | +112.0% |
| YTD | +92.6% | -2.5% | +95.0% | +86.7% |
| 1Y | +81.1% | +7.2% | +73.8% | +63.5% |
| 3Y | +84.8% | +39.4% | +45.4% | +29.5% |
| All | -33.3% | +14.8% | -48.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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