+168.0%
OKTA vs DPZ
-4.7%
+172.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.2% |
| 7D | +8.4% | +2.2% | +6.2% | +8.0% |
| 30D | -13.7% | +15.5% | -29.2% | -15.9% |
| 3M | +18.0% | -2.0% | +20.0% | +18.2% |
| 6M | +133.8% | +12.1% | +121.7% | +125.4% |
| YTD | +111.5% | -16.6% | +128.1% | +119.3% |
| 1Y | +118.3% | -14.6% | +132.9% | +124.5% |
| 3Y | +168.0% | -4.1% | +172.2% | +183.7% |
| All | +168.0% | -4.7% | +172.7% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling