-33.3%
OKTA vs VIG
+63.0%
-96.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.8% |
| 7D | -2.4% | -1.1% | -1.3% | -0.9% |
| 30D | +13.0% | -2.7% | +15.8% | +17.8% |
| 3M | +41.7% | +2.5% | +39.2% | +36.1% |
| 6M | +105.9% | +9.2% | +96.7% | +79.4% |
| YTD | +92.6% | +9.8% | +82.7% | +66.3% |
| 1Y | +81.1% | +12.4% | +68.7% | +50.8% |
| 3Y | +84.8% | +55.9% | +28.9% | -10.5% |
| All | -33.3% | +63.0% | -96.3% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling