+608.2%
OKTA vs VMC
+126.9%
+481.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -3.0% |
| 7D | -2.4% | -3.8% | +1.4% | -1.1% |
| 30D | +13.0% | -9.7% | +22.7% | +17.2% |
| 3M | +41.7% | -9.6% | +51.3% | +46.0% |
| 6M | +105.9% | -4.8% | +110.8% | +106.9% |
| YTD | +92.6% | -10.9% | +103.4% | +97.1% |
| 1Y | +81.1% | -15.6% | +96.6% | +89.2% |
| 3Y | +84.8% | +19.3% | +65.5% | +66.6% |
| 5Y | -34.4% | +48.0% | -82.5% | -45.1% |
| All | +608.2% | +126.9% | +481.3% | +386.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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