-35.2%
OKTA vs DPZ
-34.0%
-1.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.2% | +4.6% |
| 7D | +5.9% | -7.3% | +13.2% | +8.9% |
| 30D | +14.6% | -7.6% | +22.2% | +17.3% |
| 3M | +44.0% | +1.8% | +42.2% | +40.3% |
| 6M | +116.7% | -21.8% | +138.5% | +136.4% |
| YTD | +99.8% | -22.0% | +121.8% | +117.1% |
| 1Y | +84.1% | -28.6% | +112.7% | +108.1% |
| 3Y | +97.7% | -13.1% | +110.8% | +92.1% |
| 5Y | -35.2% | -33.2% | -2.0% | -18.1% |
| All | -35.2% | -34.0% | -1.2% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling