+608.2%
OKTA vs VIG
+218.0%
+390.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.5% |
| 7D | -2.4% | -1.1% | -1.3% | -1.2% |
| 30D | +13.0% | -2.7% | +15.8% | +16.7% |
| 3M | +41.7% | +2.5% | +39.2% | +37.5% |
| 6M | +105.9% | +9.2% | +96.7% | +85.8% |
| YTD | +92.6% | +9.8% | +82.7% | +72.8% |
| 1Y | +81.1% | +12.4% | +68.7% | +58.2% |
| 3Y | +84.8% | +55.9% | +28.9% | +12.2% |
| 5Y | -34.4% | +63.9% | -98.4% | -61.1% |
| All | +608.2% | +218.0% | +390.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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