-36.4%
OKTA vs OVV
+153.1%
-189.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +0.7% | -3.7% | +4.4% | +1.4% |
| 30D | +13.0% | +8.0% | +5.0% | +11.3% |
| 3M | +43.4% | +11.3% | +32.2% | +39.8% |
| 6M | +107.6% | +24.0% | +83.6% | +97.3% |
| YTD | +93.8% | +65.3% | +28.5% | +73.1% |
| 1Y | +80.8% | +60.2% | +20.7% | +61.8% |
| 3Y | +91.8% | +46.9% | +44.9% | +70.0% |
| 5Y | -36.4% | +158.7% | -195.1% | -42.1% |
| All | -36.4% | +153.1% | -189.5% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling