+128.6%
OKTA vs VLTO
+56.3%
+72.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.0% | +1.6% | -7.6% | -6.4% |
| 30D | -23.2% | +22.0% | -45.1% | -28.6% |
| 3M | +18.3% | +21.9% | -3.6% | +9.9% |
| 6M | +112.6% | +36.5% | +76.1% | +87.8% |
| YTD | +106.3% | +19.0% | +87.3% | +93.3% |
| 1Y | +108.0% | +21.0% | +87.1% | +93.3% |
| 3Y | +163.2% | +69.9% | +93.3% | +121.8% |
| All | +128.6% | +56.3% | +72.3% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling