+119.7%
OKTA vs DTE
+5.6%
+114.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +2.7% |
| 7D | -14.2% | +4.2% | -18.4% | -11.2% |
| 30D | -12.5% | +10.0% | -22.5% | -5.3% |
| 3M | +29.2% | -2.1% | +31.3% | +28.4% |
| 6M | +147.3% | -4.7% | +152.0% | +143.8% |
| YTD | +120.9% | +9.3% | +111.6% | +128.2% |
| 1Y | +119.7% | +6.6% | +113.1% | +127.7% |
| All | +119.7% | +5.6% | +114.1% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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