-44.6%
VG vs OKTA
+106.6%
-151.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +14.0% | +8.4% | +5.6% | +12.4% |
| 30D | -1.0% | -13.7% | +12.7% | +1.3% |
| 3M | -2.7% | +18.0% | -20.7% | -5.5% |
| 6M | +1.5% | +133.8% | -132.4% | -17.7% |
| YTD | +93.7% | +111.5% | -17.8% | +59.0% |
| 1Y | +68.5% | +118.3% | -49.8% | +36.0% |
| All | -44.6% | +106.6% | -151.2% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling