+124.8%
VGT vs OKTA
+90.2%
+34.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -0.4% | +13.0% | -13.5% | -3.6% |
| 3M | +4.4% | +41.7% | -37.3% | -3.9% |
| 6M | +32.1% | +105.9% | -73.9% | +10.0% |
| YTD | +28.8% | +92.6% | -63.8% | +8.5% |
| 1Y | +35.3% | +81.1% | -45.7% | +15.6% |
| 3Y | +124.8% | +84.8% | +39.9% | +88.5% |
| All | +124.8% | +90.2% | +34.5% | +88.5% |
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