+634.8%
OKTA vs VCLT
+19.3%
+615.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.6% | +0.1% | +14.5% | +14.5% |
| 3M | +44.0% | -2.9% | +46.9% | +47.3% |
| 6M | +116.7% | -4.0% | +120.7% | +123.8% |
| YTD | +99.8% | -2.2% | +102.0% | +103.4% |
| 1Y | +84.1% | -2.6% | +86.6% | +87.8% |
| 3Y | +97.7% | +12.3% | +85.4% | +80.0% |
| 5Y | -35.2% | -16.4% | -18.8% | -29.5% |
| All | +634.8% | +19.3% | +615.5% | +692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling