+608.2%
OKTA vs VNQ
+62.8%
+545.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.2% |
| 7D | -2.4% | -1.3% | -1.1% | -1.6% |
| 30D | +13.0% | -2.6% | +15.6% | +14.8% |
| 3M | +41.7% | -2.0% | +43.7% | +43.0% |
| 6M | +105.9% | +4.3% | +101.6% | +97.6% |
| YTD | +92.6% | +9.2% | +83.3% | +78.1% |
| 1Y | +81.1% | +5.6% | +75.4% | +71.4% |
| 3Y | +84.8% | +30.8% | +54.0% | +49.0% |
| 5Y | -34.4% | +8.0% | -42.4% | -38.7% |
| All | +608.2% | +62.8% | +545.4% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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