+612.9%
OKTA vs VSH
+138.2%
+474.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +0.7% | +6.2% | -5.5% | -1.3% |
| 30D | +13.0% | -11.1% | +24.1% | +16.9% |
| 3M | +43.4% | -44.9% | +88.3% | +67.6% |
| 6M | +107.6% | +90.0% | +17.7% | +54.3% |
| YTD | +93.8% | +118.8% | -25.0% | +35.1% |
| 1Y | +80.8% | +109.0% | -28.1% | +27.3% |
| 3Y | +91.8% | +35.6% | +56.2% | +50.8% |
| 5Y | -36.4% | +66.7% | -103.1% | -53.9% |
| All | +612.9% | +138.2% | +474.7% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling