+990.1%
VST vs OKTA
+627.3%
+362.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.8% |
| 7D | +5.3% | +5.9% | -0.6% | +4.5% |
| 30D | +5.8% | +14.6% | -8.8% | +3.3% |
| 3M | +3.5% | +44.0% | -40.5% | -2.2% |
| 6M | -7.4% | +116.7% | -124.1% | -18.4% |
| YTD | -6.1% | +99.8% | -105.9% | -16.6% |
| 1Y | -21.6% | +84.1% | -105.7% | -29.7% |
| 3Y | +357.2% | +97.7% | +259.5% | +302.5% |
| 5Y | +777.0% | -35.2% | +812.2% | +731.3% |
| All | +990.1% | +627.3% | +362.7% | +626.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling