+118.3%
OKTA vs DRI
+34.4%
+83.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | +8.4% | +1.1% | +7.4% | +8.7% |
| 30D | -13.7% | +9.7% | -23.4% | -11.0% |
| 3M | +18.0% | +3.2% | +14.8% | +20.0% |
| 6M | +133.8% | +20.6% | +113.3% | +141.5% |
| YTD | +111.5% | +28.3% | +83.2% | +108.7% |
| 1Y | +118.3% | +34.5% | +83.8% | +109.8% |
| All | +118.3% | +34.4% | +83.9% | +109.8% |
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