+119.7%
OKTA vs DVA
+62.2%
+57.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | +1.6% |
| 7D | -14.2% | +4.7% | -18.9% | -13.5% |
| 30D | -12.5% | +7.8% | -20.3% | -11.3% |
| 3M | +29.2% | -15.5% | +44.7% | +25.9% |
| 6M | +147.3% | +25.0% | +122.3% | +162.5% |
| YTD | +120.9% | +69.6% | +51.4% | +154.6% |
| 1Y | +119.7% | +60.6% | +59.1% | +154.9% |
| All | +119.7% | +62.2% | +57.5% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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