+3.5%
VCIT vs OKTA
-33.8%
+37.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | -19.0% | +19.1% | +0.6% |
| 30D | +1.9% | -22.6% | +24.5% | +2.4% |
| 3M | -1.4% | +17.5% | -19.0% | -2.1% |
| 6M | -2.1% | +117.8% | -120.0% | -4.5% |
| YTD | -1.6% | +95.1% | -96.7% | -3.9% |
| 1Y | -0.9% | +96.4% | -97.4% | -3.2% |
| 3Y | +20.0% | +149.0% | -129.0% | +15.5% |
| All | +3.5% | -33.8% | +37.3% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling