-34.9%
VST vs OKTA
+114.8%
-149.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.5% | -13.9% |
| 7D | -15.7% | -14.2% | -1.5% | -15.2% |
| 30D | -17.0% | -12.5% | -4.5% | -16.5% |
| 3M | -15.9% | +29.2% | -45.1% | -15.9% |
| 6M | -25.0% | +147.3% | -172.3% | -27.6% |
| YTD | -25.1% | +120.9% | -146.1% | -28.1% |
| 1Y | -34.9% | +119.7% | -154.5% | -36.5% |
| All | -34.9% | +114.8% | -149.6% | -36.5% |
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