+676.4%
OKTA vs OVV
+36.2%
+640.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.1% |
| 7D | +6.6% | +6.5% | +0.1% | +5.9% |
| 30D | -19.4% | -2.7% | -16.8% | -19.2% |
| 3M | +23.9% | +3.1% | +20.8% | +23.5% |
| 6M | +130.9% | +12.8% | +118.1% | +127.4% |
| YTD | +111.1% | +68.1% | +43.0% | +98.6% |
| 1Y | +115.5% | +73.6% | +41.9% | +101.9% |
| 3Y | +169.4% | +57.6% | +111.8% | +151.8% |
| 5Y | -30.2% | +104.5% | -134.7% | -36.6% |
| All | +676.4% | +36.2% | +640.2% | +623.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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