+627.8%
OKTA vs VSAT
+17.7%
+610.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.3% |
| 7D | +0.4% | +3.4% | -3.0% | -0.2% |
| 30D | +13.8% | -12.2% | +26.1% | +15.8% |
| 3M | +48.9% | +20.6% | +28.3% | +42.7% |
| 6M | +114.9% | +60.2% | +54.8% | +93.5% |
| YTD | +97.9% | +115.3% | -17.4% | +67.8% |
| 1Y | +89.7% | +154.6% | -64.9% | +55.0% |
| 3Y | +95.8% | +211.2% | -115.3% | +38.5% |
| 5Y | -32.6% | +52.7% | -85.3% | -48.4% |
| All | +627.8% | +17.7% | +610.1% | +509.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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