+153.0%
DASH vs OKTA
+100.0%
+53.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -10.6% | +2.6% | -13.2% | -11.1% |
| 30D | +2.2% | +16.0% | -13.9% | -2.2% |
| 3M | +32.3% | +38.2% | -5.9% | +20.6% |
| 6M | +19.1% | +137.8% | -118.7% | -8.1% |
| YTD | -6.5% | +97.3% | -103.8% | -24.3% |
| 1Y | -14.9% | +90.1% | -105.0% | -30.5% |
| All | +153.0% | +100.0% | +53.0% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling