+654.4%
VRT vs OKTA
-30.1%
+684.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +10.5% | +8.4% | +2.1% | +8.1% |
| 30D | -9.3% | -13.7% | +4.4% | -5.5% |
| 3M | -29.6% | +18.0% | -47.6% | -34.2% |
| 6M | -45.4% | +133.8% | -179.2% | -60.0% |
| YTD | +24.8% | +111.5% | -86.7% | -8.3% |
| 1Y | +23.6% | +118.3% | -94.7% | -10.3% |
| 3Y | +379.7% | +168.0% | +211.7% | +214.9% |
| All | +654.4% | -30.1% | +684.5% | +673.1% |
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