+119.7%
OKTA vs VSXY
+210.1%
-90.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | +1.1% |
| 7D | -14.2% | +14.2% | -28.4% | -13.6% |
| 30D | -12.5% | +21.9% | -34.3% | -11.5% |
| 3M | +29.2% | +22.1% | +7.1% | +31.1% |
| 6M | +147.3% | +116.7% | +30.7% | +156.0% |
| YTD | +120.9% | +101.1% | +19.8% | +123.1% |
| 1Y | +119.7% | +208.0% | -88.4% | +113.1% |
| All | +119.7% | +210.1% | -90.5% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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