-4.5%
DASH vs OKTA
-28.7%
+24.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | -1.3% |
| 7D | -4.8% | -3.9% | -0.8% | -3.3% |
| 30D | -7.9% | -23.5% | +15.6% | +0.5% |
| 3M | -16.3% | +19.7% | -36.0% | -26.3% |
| 6M | +10.4% | +111.6% | -101.3% | -27.1% |
| YTD | -20.1% | +105.4% | -125.5% | -47.6% |
| 1Y | -11.4% | +108.4% | -119.8% | -42.3% |
| 3Y | +114.1% | +167.8% | -53.8% | +9.9% |
| 5Y | -5.8% | -33.8% | +28.1% | +3.9% |
| All | -4.5% | -28.7% | +24.2% | +1.0% |
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