+90.1%
OKTA vs VCLT
-0.4%
+90.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.6% | -0.5% | +3.1% | +3.2% |
| 30D | +16.0% | -0.9% | +16.9% | +17.1% |
| 3M | +38.2% | -3.2% | +41.4% | +42.2% |
| 6M | +137.8% | -3.8% | +141.6% | +140.5% |
| YTD | +97.3% | -2.0% | +99.3% | +97.8% |
| 1Y | +90.1% | -0.8% | +90.9% | +85.5% |
| All | +90.1% | -0.4% | +90.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling