-33.3%
OKTA vs VSXY
+22.6%
-55.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +13.0% | -18.7% | +31.7% | +16.0% |
| 3M | +41.7% | -4.0% | +45.7% | +41.4% |
| 6M | +105.9% | +67.5% | +38.5% | +82.9% |
| YTD | +92.6% | +39.7% | +52.9% | +74.7% |
| 1Y | +81.1% | +180.0% | -98.9% | +41.3% |
| 3Y | +84.8% | +337.3% | -252.4% | +15.0% |
| All | -33.3% | +22.6% | -55.9% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling