+916.4%
VRT vs OKTA
-35.6%
+951.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | -7.7% | +0.4% | -8.1% | -7.9% |
| 30D | -12.0% | +13.8% | -25.8% | -16.3% |
| 3M | -11.7% | +48.9% | -60.6% | -23.1% |
| 6M | -8.1% | +114.9% | -123.0% | -31.6% |
| YTD | +53.2% | +97.9% | -44.7% | +15.9% |
| 1Y | +81.7% | +89.7% | -8.0% | +39.4% |
| 3Y | +535.3% | +95.8% | +439.5% | +366.0% |
| 5Y | +916.4% | -32.6% | +949.0% | +899.7% |
| All | +916.4% | -35.6% | +951.9% | +899.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling