+739.7%
VLO vs OKTA
+605.7%
+134.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.0% | +3.4% |
| 7D | +5.8% | +0.7% | +5.1% | +5.7% |
| 30D | +28.3% | +13.0% | +15.3% | +26.5% |
| 3M | +48.7% | +43.4% | +5.3% | +43.4% |
| 6M | +71.9% | +107.6% | -35.7% | +59.1% |
| YTD | +138.7% | +93.8% | +44.8% | +121.8% |
| 1Y | +148.5% | +80.8% | +67.6% | +132.1% |
| 3Y | +192.7% | +91.8% | +100.9% | +168.4% |
| 5Y | +601.6% | -36.4% | +638.0% | +577.0% |
| All | +739.7% | +605.7% | +134.1% | +474.6% |
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