+118.3%
OKTA vs DAR
+61.9%
+56.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | +8.4% | +11.6% | -3.2% | +6.8% |
| 30D | -13.7% | -10.2% | -3.5% | -13.7% |
| 3M | +18.0% | -14.8% | +32.8% | +18.9% |
| 6M | +133.8% | -10.1% | +143.9% | +132.4% |
| YTD | +111.5% | +55.5% | +56.0% | +108.3% |
| 1Y | +118.3% | +61.7% | +56.6% | +113.5% |
| All | +118.3% | +61.9% | +56.5% | +113.5% |
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