+677.8%
OKTA vs DRI
+260.3%
+417.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +8.4% | +1.1% | +7.4% | +8.2% |
| 30D | -13.7% | +9.7% | -23.4% | -15.7% |
| 3M | +18.0% | +3.2% | +14.8% | +16.6% |
| 6M | +133.8% | +20.6% | +113.3% | +121.0% |
| YTD | +111.5% | +28.3% | +83.2% | +95.4% |
| 1Y | +118.3% | +34.5% | +83.8% | +99.0% |
| 3Y | +168.0% | +66.5% | +101.5% | +128.3% |
| 5Y | -30.1% | +79.6% | -109.7% | -42.1% |
| All | +677.8% | +260.3% | +417.6% | +458.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling