+119.7%
OKTA vs VSH
+62.1%
+57.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +1.4% |
| 7D | -14.2% | -13.6% | -0.6% | -12.5% |
| 30D | -12.5% | -30.4% | +17.9% | -9.2% |
| 3M | +29.2% | -33.3% | +62.5% | +34.1% |
| 6M | +147.3% | -15.1% | +162.4% | +146.7% |
| YTD | +120.9% | +80.2% | +40.7% | +93.7% |
| 1Y | +119.7% | +63.4% | +56.3% | +99.4% |
| All | +119.7% | +62.1% | +57.6% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling