+617.5%
OKTA vs VT
+184.4%
+433.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.7% |
| 7D | -19.0% | -2.3% | -16.7% | -16.2% |
| 30D | -22.6% | -5.0% | -17.7% | -16.8% |
| 3M | +17.5% | -4.9% | +22.4% | +26.2% |
| 6M | +117.8% | -1.5% | +119.4% | +124.0% |
| YTD | +95.1% | +8.5% | +86.6% | +75.7% |
| 1Y | +96.4% | +11.4% | +85.1% | +70.8% |
| 3Y | +149.0% | +70.1% | +78.9% | +27.0% |
| 5Y | -33.8% | +53.7% | -87.5% | -60.3% |
| All | +617.5% | +184.4% | +433.1% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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