-50.2%
VG vs OKTA
+100.6%
-150.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.3% | -2.9% | +1.4% |
| 7D | -8.3% | -3.9% | -4.4% | -7.7% |
| 30D | -10.3% | -23.5% | +13.2% | -6.5% |
| 3M | -10.8% | +19.7% | -30.5% | -13.6% |
| 6M | +3.5% | +111.6% | -108.2% | -13.9% |
| YTD | +74.0% | +105.4% | -31.4% | +43.5% |
| 1Y | +48.9% | +108.4% | -59.5% | +21.6% |
| All | -50.2% | +100.6% | -150.9% | -55.1% |
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