-29.7%
OKTA vs VO
+36.2%
-65.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +8.4% | +3.1% | +5.3% | +3.3% |
| 30D | -13.7% | +2.2% | -15.9% | -16.2% |
| 3M | +18.0% | -2.5% | +20.5% | +23.4% |
| 6M | +133.8% | +7.0% | +126.9% | +111.5% |
| YTD | +111.5% | +14.0% | +97.5% | +71.5% |
| 1Y | +118.3% | +15.6% | +102.7% | +72.9% |
| 3Y | +168.0% | +66.2% | +101.8% | +12.4% |
| All | -29.7% | +36.2% | -65.9% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling