+90.1%
OKTA vs VSH
+118.1%
-28.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.5% |
| 7D | +2.6% | +4.1% | -1.4% | +2.0% |
| 30D | +16.0% | -4.2% | +20.2% | +16.4% |
| 3M | +38.2% | -50.0% | +88.1% | +50.3% |
| 6M | +137.8% | +80.2% | +57.6% | +107.0% |
| YTD | +97.3% | +121.1% | -23.8% | +59.8% |
| 1Y | +90.1% | +112.0% | -21.9% | +55.3% |
| All | +90.1% | +118.1% | -28.0% | +55.3% |
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