+608.2%
OKTA vs VRSK
+133.4%
+474.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.4% | -5.2% | +2.8% | +1.0% |
| 30D | +13.0% | -2.3% | +15.4% | +14.8% |
| 3M | +41.7% | -2.9% | +44.6% | +42.2% |
| 6M | +105.9% | -12.8% | +118.7% | +122.3% |
| YTD | +92.6% | -20.8% | +113.4% | +120.1% |
| 1Y | +81.1% | -33.2% | +114.3% | +130.8% |
| 3Y | +84.8% | -26.6% | +111.4% | +109.3% |
| 5Y | -34.4% | -11.3% | -23.1% | -36.4% |
| All | +608.2% | +133.4% | +474.8% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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