+84.8%
OKTA vs VCLT
+11.4%
+73.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.4% |
| 30D | +13.0% | -1.2% | +14.2% | +14.1% |
| 3M | +41.7% | -4.8% | +46.5% | +46.8% |
| 6M | +105.9% | -2.6% | +108.5% | +110.2% |
| YTD | +92.6% | -3.3% | +95.9% | +97.2% |
| 1Y | +81.1% | -4.8% | +85.9% | +87.2% |
| 3Y | +84.8% | +11.5% | +73.3% | +74.6% |
| All | +84.8% | +11.4% | +73.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling