+608.2%
OKTA vs VSH
+152.2%
+456.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.8% | -4.6% |
| 7D | -2.4% | +4.8% | -7.2% | -3.9% |
| 30D | +13.0% | -0.7% | +13.7% | +13.0% |
| 3M | +41.7% | -43.1% | +84.8% | +63.8% |
| 6M | +105.9% | +91.8% | +14.2% | +52.8% |
| YTD | +92.6% | +131.6% | -39.1% | +31.7% |
| 1Y | +81.1% | +118.1% | -37.0% | +25.7% |
| 3Y | +84.8% | +40.9% | +43.9% | +43.7% |
| 5Y | -34.4% | +75.8% | -110.2% | -53.3% |
| All | +608.2% | +152.2% | +456.1% | +312.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling