+202.4%
VT vs OKTA
+618.3%
-415.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | +2.6% | -2.2% | +0.1% |
| 30D | +1.0% | +16.0% | -15.0% | -1.6% |
| 3M | +2.4% | +38.2% | -35.8% | -2.9% |
| 6M | +12.0% | +137.8% | -125.8% | -3.0% |
| YTD | +15.3% | +97.3% | -82.0% | +2.4% |
| 1Y | +22.6% | +90.1% | -67.5% | +9.2% |
| 3Y | +74.7% | +98.0% | -23.3% | +50.7% |
| 5Y | +66.1% | -36.9% | +103.1% | +60.7% |
| All | +202.4% | +618.3% | -415.9% | +110.1% |
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