+184.4%
VT vs OKTA
+610.3%
-425.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.4% |
| 7D | -2.3% | -19.0% | +16.7% | +0.3% |
| 30D | -5.0% | -22.6% | +17.7% | -2.0% |
| 3M | -4.9% | +17.5% | -22.4% | -8.0% |
| 6M | -1.5% | +117.8% | -119.4% | -13.7% |
| YTD | +8.5% | +95.1% | -86.6% | -4.1% |
| 1Y | +11.4% | +96.4% | -85.1% | -1.7% |
| 3Y | +70.1% | +149.0% | -78.9% | +41.4% |
| 5Y | +53.7% | -33.8% | +87.5% | +46.9% |
| All | +184.4% | +610.3% | -425.9% | +96.7% |
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