+1,934.0%
VRT vs OKTA
+255.8%
+1,678.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +10.5% | +8.4% | +2.1% | +8.4% |
| 30D | -9.3% | -13.7% | +4.4% | -6.0% |
| 3M | -29.6% | +18.0% | -47.6% | -33.5% |
| 6M | -45.4% | +133.8% | -179.2% | -57.9% |
| YTD | +24.8% | +111.5% | -86.7% | -3.4% |
| 1Y | +23.6% | +118.3% | -94.7% | -5.3% |
| 3Y | +379.7% | +168.0% | +211.7% | +242.7% |
| 5Y | +660.3% | -30.1% | +690.4% | +581.4% |
| All | +1,934.0% | +255.8% | +1,678.1% | +1,491.8% |
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