+40.1%
VG vs OKTA
+106.9%
-66.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.3% | -2.9% | +2.0% |
| 7D | -8.3% | -3.9% | -4.4% | -8.1% |
| 30D | -10.3% | -23.5% | +13.2% | -9.4% |
| 3M | -10.8% | +19.7% | -30.5% | -10.1% |
| 6M | +3.5% | +111.6% | -108.2% | +1.6% |
| YTD | +74.0% | +105.4% | -31.4% | +65.6% |
| All | +40.1% | +106.9% | -66.8% | +32.0% |
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