+608.2%
OKTA vs VYM
+178.6%
+429.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.3% |
| 7D | -2.4% | -0.8% | -1.6% | -1.8% |
| 30D | +13.0% | -2.2% | +15.3% | +15.2% |
| 3M | +41.7% | +3.1% | +38.6% | +38.0% |
| 6M | +105.9% | +9.7% | +96.2% | +90.3% |
| YTD | +92.6% | +14.9% | +77.7% | +71.1% |
| 1Y | +81.1% | +17.6% | +63.5% | +57.8% |
| 3Y | +84.8% | +65.3% | +19.5% | +22.3% |
| 5Y | -34.4% | +78.7% | -113.2% | -58.0% |
| All | +608.2% | +178.6% | +429.6% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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