+627.8%
OKTA vs ITOT
+256.2%
+371.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +3.1% |
| 30D | +13.8% | -2.0% | +15.8% | +17.1% |
| 3M | +48.9% | +4.5% | +44.3% | +41.2% |
| 6M | +114.9% | +12.6% | +102.3% | +85.4% |
| YTD | +97.9% | +12.0% | +85.9% | +72.1% |
| 1Y | +89.7% | +17.3% | +72.4% | +55.7% |
| 3Y | +95.8% | +75.2% | +20.6% | -2.4% |
| 5Y | -32.6% | +74.0% | -106.6% | -64.4% |
| All | +627.8% | +256.2% | +371.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling