+13.5%
VT vs OKTA
+113.2%
-99.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -1.6% | -16.1% | +14.5% | -0.9% |
| 30D | -2.5% | -10.3% | +7.8% | -2.1% |
| 3M | -1.3% | +34.0% | -35.3% | -2.6% |
| 6M | +3.1% | +150.3% | -147.2% | -1.2% |
| YTD | +10.9% | +119.4% | -108.4% | +7.4% |
| All | +13.5% | +113.2% | -99.7% | +9.9% |
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