-29.3%
DASH vs OKTA
-30.1%
+0.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.5% | +8.4% | -12.9% | -7.4% |
| 30D | -6.8% | -13.7% | +6.9% | -3.1% |
| 3M | -20.7% | +18.0% | -38.7% | -29.3% |
| 6M | +15.1% | +133.8% | -118.8% | -26.3% |
| YTD | -24.3% | +111.5% | -135.8% | -50.2% |
| 1Y | -12.1% | +118.3% | -130.5% | -43.1% |
| 3Y | +91.1% | +168.0% | -77.0% | 0.0% |
| All | -29.3% | -30.1% | +0.8% | -14.9% |
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