+612.9%
OKTA vs VMC
+131.9%
+480.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +13.0% | -9.1% | +22.1% | +17.0% |
| 3M | +43.4% | -4.1% | +47.6% | +44.7% |
| 6M | +107.6% | -5.5% | +113.2% | +109.4% |
| YTD | +93.8% | -8.9% | +102.7% | +97.0% |
| 1Y | +80.8% | -12.9% | +93.8% | +86.8% |
| 3Y | +91.8% | +22.1% | +69.7% | +71.5% |
| 5Y | -36.4% | +52.7% | -89.1% | -47.2% |
| All | +612.9% | +131.9% | +480.9% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling