-38.0%
VG vs OKTA
+89.4%
-127.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.4% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +11.1% | +13.0% | -1.9% | +8.4% |
| 3M | +14.9% | +43.4% | -28.5% | +6.3% |
| 6M | +18.4% | +107.6% | -89.3% | -2.7% |
| YTD | +116.6% | +93.8% | +22.8% | +80.0% |
| 1Y | +9.4% | +80.8% | -71.5% | -6.6% |
| All | -38.0% | +89.4% | -127.4% | -43.7% |
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 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