+81.1%
OKTA vs VSH
+119.5%
-38.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.8% | -3.5% |
| 7D | -2.4% | +4.8% | -7.2% | -3.1% |
| 30D | +13.0% | -0.7% | +13.7% | +12.9% |
| 3M | +41.7% | -43.1% | +84.8% | +51.0% |
| 6M | +105.9% | +91.8% | +14.2% | +77.7% |
| YTD | +92.6% | +131.6% | -39.1% | +55.0% |
| 1Y | +81.1% | +118.1% | -37.0% | +48.4% |
| All | +81.1% | +119.5% | -38.4% | +48.4% |
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