+733.1%
VLO vs OKTA
+670.0%
+63.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | +8.4% | +1.2% | +8.9% |
| 30D | -17.4% | -13.7% | -3.7% | -16.5% |
| 3M | +10.8% | +18.0% | -7.3% | +8.4% |
| 6M | +56.9% | +133.8% | -76.9% | +43.5% |
| YTD | +136.8% | +111.5% | +25.3% | +117.5% |
| 1Y | +120.7% | +118.3% | +2.3% | +102.0% |
| 3Y | +231.9% | +168.0% | +63.9% | +195.3% |
| 5Y | +479.0% | -30.1% | +509.1% | +452.4% |
| All | +733.1% | +670.0% | +63.1% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling