-7.0%
DASH vs OKTA
-33.8%
+26.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | +0.4% | -19.0% | +19.4% | +7.8% |
| 30D | -6.0% | -22.6% | +16.6% | +1.7% |
| 3M | -15.8% | +17.5% | -33.3% | -25.0% |
| 6M | +7.0% | +117.8% | -110.9% | -29.6% |
| YTD | -20.7% | +95.1% | -115.8% | -46.1% |
| 1Y | -8.5% | +96.4% | -105.0% | -38.1% |
| 3Y | +101.8% | +149.0% | -47.2% | +9.1% |
| All | -7.0% | -33.8% | +26.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling