+627.8%
OKTA vs DPZ
+94.3%
+533.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +0.4% | -8.6% | +9.0% | +3.9% |
| 30D | +13.8% | -11.2% | +25.0% | +18.5% |
| 3M | +48.9% | +1.4% | +47.5% | +45.5% |
| 6M | +114.9% | -19.9% | +134.8% | +131.2% |
| YTD | +97.9% | -23.0% | +120.9% | +115.4% |
| 1Y | +89.7% | -28.2% | +117.9% | +112.2% |
| 3Y | +95.8% | -14.2% | +110.0% | +95.9% |
| 5Y | -32.6% | -33.4% | +0.8% | -25.7% |
| All | +627.8% | +94.3% | +533.5% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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