+634.8%
OKTA vs DVA
+170.9%
+463.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.9% |
| 7D | +5.9% | +2.0% | +3.9% | +5.6% |
| 30D | +14.6% | -0.4% | +14.9% | +14.6% |
| 3M | +44.0% | -7.7% | +51.7% | +44.9% |
| 6M | +116.7% | +20.0% | +96.8% | +108.6% |
| YTD | +99.8% | +61.1% | +38.7% | +81.2% |
| 1Y | +84.1% | +33.9% | +50.2% | +72.6% |
| 3Y | +97.7% | +91.5% | +6.2% | +71.0% |
| 5Y | -35.2% | +41.8% | -76.9% | -41.9% |
| All | +634.8% | +170.9% | +463.8% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling