+608.2%
OKTA vs VO
+170.0%
+438.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.7% |
| 7D | -2.4% | -1.5% | -0.9% | -0.6% |
| 30D | +13.0% | -3.0% | +16.1% | +17.5% |
| 3M | +41.7% | +2.8% | +38.9% | +36.9% |
| 6M | +105.9% | +10.9% | +95.0% | +81.0% |
| YTD | +92.6% | +12.5% | +80.1% | +66.5% |
| 1Y | +81.1% | +12.0% | +69.1% | +57.6% |
| 3Y | +84.8% | +56.3% | +28.6% | +7.8% |
| 5Y | -34.4% | +42.9% | -77.4% | -55.1% |
| All | +608.2% | +170.0% | +438.2% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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