+5.8%
DASH vs OKTA
-32.7%
+38.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -4.6% |
| 7D | -11.2% | +0.7% | -11.9% | -11.5% |
| 30D | -7.3% | +13.0% | -20.3% | -14.1% |
| 3M | +31.4% | +43.4% | -12.0% | +8.9% |
| 6M | +11.9% | +107.6% | -95.8% | -24.5% |
| YTD | -11.5% | +93.8% | -105.3% | -38.9% |
| 1Y | -20.0% | +80.8% | -100.8% | -43.1% |
| 3Y | +143.9% | +91.8% | +52.1% | +51.5% |
| 5Y | -0.2% | -36.4% | +36.1% | +14.1% |
| All | +5.8% | -32.7% | +38.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 10y: compounded portfolio wealth divided by compounded OKTA 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…
10y analysis · Full analysis span regression · 6 months rolling