+168.0%
OKTA vs DAR
+33.7%
+134.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | +8.4% | +11.6% | -3.2% | +6.5% |
| 30D | -13.7% | -10.2% | -3.5% | -12.4% |
| 3M | +18.0% | -14.8% | +32.8% | +20.4% |
| 6M | +133.8% | -10.1% | +143.9% | +135.9% |
| YTD | +111.5% | +55.5% | +56.0% | +95.6% |
| 1Y | +118.3% | +61.7% | +56.6% | +100.3% |
| 3Y | +168.0% | +37.2% | +130.9% | +150.2% |
| All | +168.0% | +33.7% | +134.3% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling