+612.9%
OKTA vs DRI
+232.6%
+380.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.3% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +13.0% | -0.4% | +13.4% | +12.6% |
| 3M | +43.4% | +9.5% | +33.9% | +39.1% |
| 6M | +107.6% | +6.5% | +101.2% | +102.1% |
| YTD | +93.8% | +18.4% | +75.4% | +82.8% |
| 1Y | +80.8% | +4.2% | +76.6% | +75.9% |
| 3Y | +91.8% | +57.1% | +34.7% | +65.9% |
| 5Y | -36.4% | +70.4% | -106.8% | -46.5% |
| All | +612.9% | +232.6% | +380.2% | +422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling