+756.3%
VLO vs OKTA
+601.1%
+155.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +5.3% | -2.4% | +7.7% | +5.5% |
| 30D | +18.2% | +13.0% | +5.2% | +16.6% |
| 3M | +53.3% | +41.7% | +11.6% | +48.0% |
| 6M | +70.4% | +105.9% | -35.5% | +57.8% |
| YTD | +143.4% | +92.6% | +50.8% | +126.3% |
| 1Y | +153.0% | +81.1% | +71.9% | +136.3% |
| 3Y | +195.0% | +84.8% | +110.1% | +171.3% |
| 5Y | +618.8% | -34.4% | +653.2% | +591.7% |
| All | +756.3% | +601.1% | +155.3% | +486.2% |
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