+120.6%
VLO vs OKTA
+114.8%
+5.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.8% |
| 7D | -6.0% | -14.2% | +8.2% | -5.5% |
| 30D | -12.9% | -12.5% | -0.4% | -12.6% |
| 3M | +18.3% | +29.2% | -10.9% | +16.4% |
| 6M | +46.4% | +147.3% | -100.9% | +36.0% |
| YTD | +127.7% | +120.9% | +6.8% | +110.2% |
| 1Y | +120.6% | +119.7% | +0.9% | +102.9% |
| All | +120.6% | +114.8% | +5.9% | +102.9% |
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