+90.1%
OKTA vs DRI
+6.9%
+83.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | -0.1% |
| 7D | +2.6% | +0.6% | +2.0% | +2.9% |
| 30D | +16.0% | +3.8% | +12.2% | +16.8% |
| 3M | +38.2% | +13.0% | +25.1% | +40.1% |
| 6M | +137.8% | +8.3% | +129.5% | +140.5% |
| YTD | +97.3% | +20.6% | +76.7% | +96.8% |
| 1Y | +90.1% | +6.5% | +83.6% | +85.4% |
| All | +90.1% | +6.9% | +83.2% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling