+29.5%
VCIT vs OKTA
+670.0%
-640.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.4% | +8.4% | -9.8% | -1.6% |
| 30D | +0.6% | -13.7% | +14.3% | +0.8% |
| 3M | -2.2% | +18.0% | -20.2% | -2.8% |
| 6M | -2.3% | +133.8% | -136.2% | -4.5% |
| YTD | -2.2% | +111.5% | -113.7% | -4.2% |
| 1Y | -1.4% | +118.3% | -119.7% | -3.5% |
| 3Y | +18.7% | +168.0% | -149.3% | +15.0% |
| 5Y | +3.6% | -30.1% | +33.7% | +1.6% |
| All | +29.5% | +670.0% | -640.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 10y: compounded portfolio wealth divided by compounded OKTA 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…
10y analysis · Full analysis span regression · 6 months rolling