+59.9%
VEA vs OKTA
-34.5%
+94.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.3% |
| 7D | -1.5% | -2.4% | +1.0% | -1.2% |
| 30D | -0.8% | +13.0% | -13.9% | -2.5% |
| 3M | +2.5% | +41.7% | -39.2% | -1.8% |
| 6M | +11.1% | +105.9% | -94.8% | +1.3% |
| YTD | +17.2% | +92.6% | -75.4% | +7.2% |
| 1Y | +24.5% | +81.1% | -56.5% | +14.7% |
| 3Y | +75.4% | +84.8% | -9.4% | +57.9% |
| All | +59.9% | -34.5% | +94.3% | +54.5% |
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