+119.7%
OKTA vs DAR
+63.3%
+56.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.9% |
| 7D | -14.2% | -5.7% | -8.5% | -13.8% |
| 30D | -12.5% | -16.6% | +4.1% | -11.6% |
| 3M | +29.2% | -13.1% | +42.3% | +29.5% |
| 6M | +147.3% | -18.8% | +166.1% | +149.8% |
| YTD | +120.9% | +45.3% | +75.7% | +119.8% |
| 1Y | +119.7% | +60.6% | +59.0% | +114.0% |
| All | +119.7% | +63.3% | +56.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling