+191.8%
VT vs OKTA
+647.7%
-455.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.9% |
| 7D | +0.4% | -3.9% | +4.3% | +0.9% |
| 30D | -2.6% | -23.5% | +20.9% | +0.6% |
| 3M | -3.2% | +19.7% | -23.0% | -6.6% |
| 6M | +0.9% | +111.6% | -110.7% | -11.1% |
| YTD | +11.3% | +105.4% | -94.0% | -2.3% |
| 1Y | +14.0% | +108.4% | -94.4% | -0.2% |
| 3Y | +75.8% | +167.8% | -92.0% | +44.8% |
| 5Y | +57.8% | -33.8% | +91.6% | +51.0% |
| All | +191.8% | +647.7% | -455.8% | +100.5% |
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 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