+801.8%
VST vs OKTA
+610.3%
+191.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +10.7% |
| 7D | -9.8% | -19.0% | +9.2% | -7.4% |
| 30D | -25.1% | -22.6% | -2.5% | -22.7% |
| 3M | -11.6% | +17.5% | -29.1% | -14.1% |
| 6M | -20.9% | +117.8% | -138.8% | -30.3% |
| YTD | -22.3% | +95.1% | -117.4% | -31.0% |
| 1Y | -32.0% | +96.4% | -128.5% | -39.7% |
| 3Y | +262.4% | +149.0% | +113.4% | +211.2% |
| 5Y | +563.4% | -33.8% | +597.2% | +526.3% |
| All | +801.8% | +610.3% | +191.5% | +501.2% |
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