+81.1%
OKTA vs VMC
-14.0%
+95.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.8% |
| 7D | -2.4% | -3.8% | +1.4% | -2.1% |
| 30D | +13.0% | -9.7% | +22.7% | +14.0% |
| 3M | +41.7% | -9.6% | +51.3% | +42.1% |
| 6M | +105.9% | -4.8% | +110.8% | +102.5% |
| YTD | +92.6% | -10.9% | +103.4% | +90.6% |
| 1Y | +81.1% | -15.6% | +96.6% | +84.0% |
| All | +81.1% | -14.0% | +95.1% | +84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling