+84.8%
OKTA vs DRI
+54.5%
+30.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | +13.0% | -7.8% | +20.8% | +14.1% |
| 3M | +41.7% | +0.4% | +41.3% | +40.6% |
| 6M | +105.9% | +4.8% | +101.1% | +101.8% |
| YTD | +92.6% | +16.7% | +75.8% | +81.8% |
| 1Y | +81.1% | +1.5% | +79.6% | +77.9% |
| 3Y | +84.8% | +56.3% | +28.6% | +43.1% |
| All | +84.8% | +54.5% | +30.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling