+119.7%
OKTA vs VLTO
+18.3%
+101.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -14.2% | +13.8% | -28.0% | -15.7% |
| 30D | -12.5% | +21.2% | -33.7% | -15.8% |
| 3M | +29.2% | +21.5% | +7.8% | +24.0% |
| 6M | +147.3% | +33.0% | +114.4% | +129.4% |
| YTD | +120.9% | +17.8% | +103.2% | +117.6% |
| 1Y | +119.7% | +18.1% | +101.6% | +115.3% |
| All | +119.7% | +18.3% | +101.4% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling