+634.8%
OKTA vs VEU
+136.7%
+498.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.9% |
| 7D | +5.9% | +0.3% | +5.6% | +5.5% |
| 30D | +14.6% | +0.7% | +13.9% | +13.7% |
| 3M | +44.0% | +4.7% | +39.3% | +36.7% |
| 6M | +116.7% | +11.6% | +105.1% | +90.0% |
| YTD | +99.8% | +16.8% | +83.0% | +65.4% |
| 1Y | +84.1% | +24.9% | +59.2% | +41.3% |
| 3Y | +97.7% | +75.7% | +22.0% | +4.3% |
| 5Y | -35.2% | +56.1% | -91.3% | -60.6% |
| All | +634.8% | +136.7% | +498.0% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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