+612.9%
OKTA vs DPZ
+105.4%
+507.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +0.7% | -1.5% | +2.2% | +1.3% |
| 30D | +13.0% | -4.4% | +17.4% | +14.3% |
| 3M | +43.4% | +7.6% | +35.8% | +37.1% |
| 6M | +107.6% | -16.9% | +124.6% | +120.5% |
| YTD | +93.8% | -18.6% | +112.4% | +106.6% |
| 1Y | +80.8% | -26.7% | +107.5% | +101.1% |
| 3Y | +91.8% | -9.3% | +101.1% | +87.9% |
| 5Y | -36.4% | -31.0% | -5.4% | -30.7% |
| All | +612.9% | +105.4% | +507.5% | +408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling