+612.9%
OKTA vs VRSN
+229.3%
+383.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | +0.9% |
| 7D | +0.7% | -2.1% | +2.8% | +2.4% |
| 30D | +13.0% | -3.9% | +16.9% | +16.4% |
| 3M | +43.4% | -0.1% | +43.6% | +41.9% |
| 6M | +107.6% | +16.4% | +91.2% | +79.5% |
| YTD | +93.8% | +17.2% | +76.6% | +65.0% |
| 1Y | +80.8% | +1.0% | +79.8% | +73.6% |
| 3Y | +91.8% | +39.1% | +52.7% | +33.4% |
| 5Y | -36.4% | +29.0% | -65.4% | -52.1% |
| All | +612.9% | +229.3% | +383.5% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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