+12.8%
VG vs OKTA
+90.9%
-78.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.7% | +2.6% | -0.9% | +1.6% |
| 30D | +16.0% | +16.0% | 0.0% | +15.1% |
| 3M | +9.7% | +38.2% | -28.4% | +7.5% |
| 6M | +29.6% | +137.8% | -108.2% | +15.5% |
| YTD | +112.0% | +97.3% | +14.7% | +94.0% |
| 1Y | +12.8% | +90.1% | -77.3% | +12.7% |
| All | +12.8% | +90.9% | -78.1% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling