-32.6%
OKTA vs VSH
+64.5%
-97.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.4% | +3.1% | -2.7% | -0.6% |
| 30D | +13.8% | -5.7% | +19.5% | +15.8% |
| 3M | +48.9% | -42.5% | +91.4% | +72.4% |
| 6M | +114.9% | +82.7% | +32.3% | +54.9% |
| YTD | +97.9% | +118.2% | -20.3% | +30.0% |
| 1Y | +89.7% | +109.7% | -20.0% | +25.6% |
| 3Y | +95.8% | +35.3% | +60.5% | +55.2% |
| 5Y | -32.6% | +65.6% | -98.2% | -57.0% |
| All | -32.6% | +64.5% | -97.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling