+608.2%
OKTA vs DAR
+353.4%
+254.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +13.0% | +2.6% | +10.4% | +12.1% |
| 3M | +41.7% | +14.2% | +27.5% | +36.7% |
| 6M | +105.9% | +17.2% | +88.7% | +97.4% |
| YTD | +92.6% | +80.9% | +11.7% | +66.7% |
| 1Y | +81.1% | +104.0% | -22.9% | +51.4% |
| 3Y | +84.8% | +3.6% | +81.2% | +76.5% |
| 5Y | -34.4% | -7.8% | -26.7% | -36.5% |
| All | +608.2% | +353.4% | +254.8% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling