+13.8%
VRT vs OKTA
+114.8%
-101.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.7% | -13.6% | -12.9% |
| 7D | -15.4% | -14.2% | -1.2% | -15.3% |
| 30D | -19.0% | -12.5% | -6.5% | -19.0% |
| 3M | -23.8% | +29.2% | -53.1% | -23.2% |
| 6M | -37.9% | +147.3% | -185.2% | -33.9% |
| YTD | +27.0% | +120.9% | -94.0% | +36.5% |
| 1Y | +13.8% | +119.7% | -105.9% | +23.5% |
| All | +13.8% | +114.8% | -101.0% | +23.5% |
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 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