+867.7%
VST vs OKTA
+647.7%
+220.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.3% | +2.0% | +6.6% |
| 7D | -0.5% | -3.9% | +3.4% | 0.0% |
| 30D | -17.1% | -23.5% | +6.4% | -14.3% |
| 3M | -4.6% | +19.7% | -24.3% | -7.5% |
| 6M | -9.1% | +111.6% | -120.7% | -19.4% |
| YTD | -16.6% | +105.4% | -122.0% | -26.4% |
| 1Y | -29.5% | +108.4% | -137.9% | -37.9% |
| 3Y | +297.5% | +167.8% | +129.7% | +238.4% |
| 5Y | +654.5% | -33.8% | +688.3% | +612.5% |
| All | +867.7% | +647.7% | +220.0% | +541.1% |
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 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