+7.4%
DASH vs OKTA
-36.5%
+43.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | +2.6% | -13.2% | -11.6% |
| 30D | +2.2% | +16.0% | -13.9% | -6.1% |
| 3M | +32.3% | +38.2% | -5.9% | +12.1% |
| 6M | +19.1% | +137.8% | -118.7% | -23.5% |
| YTD | -6.5% | +97.3% | -103.8% | -35.1% |
| 1Y | -14.9% | +90.1% | -105.0% | -40.0% |
| 3Y | +151.9% | +98.0% | +53.9% | +56.5% |
| All | +7.4% | -36.5% | +43.9% | +27.7% |
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 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