+608.2%
OKTA vs ITOT
+259.2%
+349.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.3% |
| 30D | +13.0% | -1.5% | +14.5% | +15.5% |
| 3M | +41.7% | +3.6% | +38.1% | +35.9% |
| 6M | +105.9% | +13.7% | +92.2% | +75.4% |
| YTD | +92.6% | +12.9% | +79.6% | +65.6% |
| 1Y | +81.1% | +17.2% | +63.9% | +48.7% |
| 3Y | +84.8% | +75.6% | +9.2% | -8.2% |
| 5Y | -34.4% | +75.5% | -109.9% | -65.8% |
| All | +608.2% | +259.2% | +349.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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