+625.6%
OKTA vs VO
+174.2%
+451.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.4% |
| 7D | +2.6% | -0.3% | +2.9% | +3.0% |
| 30D | +16.0% | -0.3% | +16.4% | +16.7% |
| 3M | +38.2% | +2.9% | +35.2% | +33.5% |
| 6M | +137.8% | +9.3% | +128.5% | +112.5% |
| YTD | +97.3% | +14.2% | +83.1% | +67.5% |
| 1Y | +90.1% | +15.3% | +74.9% | +59.7% |
| 3Y | +98.0% | +56.2% | +41.8% | +15.5% |
| 5Y | -36.9% | +42.4% | -79.3% | -56.8% |
| All | +625.6% | +174.2% | +451.4% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling