+608.2%
OKTA vs VIAV
+280.3%
+327.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -3.8% |
| 7D | -2.4% | +11.2% | -13.6% | -5.8% |
| 30D | +13.0% | -10.1% | +23.1% | +15.7% |
| 3M | +41.7% | -22.9% | +64.6% | +48.4% |
| 6M | +105.9% | +28.8% | +77.2% | +68.6% |
| YTD | +92.6% | +117.5% | -24.9% | +20.4% |
| 1Y | +81.1% | +216.1% | -135.0% | -7.0% |
| 3Y | +84.8% | +292.2% | -207.4% | -20.1% |
| 5Y | -34.4% | +141.0% | -175.4% | -62.7% |
| All | +608.2% | +280.3% | +327.9% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling