-32.6%
OKTA vs VMC
+47.2%
-79.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.4% | -3.7% | +4.1% | +2.6% |
| 30D | +13.8% | -12.8% | +26.6% | +23.2% |
| 3M | +48.9% | -7.9% | +56.8% | +53.9% |
| 6M | +114.9% | -7.5% | +122.4% | +118.8% |
| YTD | +97.9% | -11.6% | +109.5% | +104.2% |
| 1Y | +89.7% | -14.3% | +103.9% | +99.3% |
| 3Y | +95.8% | +18.5% | +77.3% | +51.4% |
| 5Y | -32.6% | +46.8% | -79.4% | -56.5% |
| All | -32.6% | +47.2% | -79.8% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling