+676.4%
OKTA vs DPZ
+105.3%
+571.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | +6.6% | -2.5% | +9.1% | +7.7% |
| 30D | -19.4% | +12.5% | -32.0% | -23.4% |
| 3M | +23.9% | -5.2% | +29.1% | +25.1% |
| 6M | +130.9% | +8.8% | +122.1% | +118.4% |
| YTD | +111.1% | -18.7% | +129.8% | +123.7% |
| 1Y | +115.5% | -15.7% | +131.2% | +124.6% |
| 3Y | +169.4% | -7.5% | +176.9% | +160.6% |
| 5Y | -30.2% | -30.1% | -0.1% | -24.7% |
| All | +676.4% | +105.3% | +571.1% | +450.5% |
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