+194.9%
VTV vs OKTA
+620.5%
-425.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -1.3% | +13.8% | -15.1% | -2.7% |
| 3M | +5.6% | +48.9% | -43.3% | +1.6% |
| 6M | +12.4% | +114.9% | -102.5% | +3.8% |
| YTD | +17.6% | +97.9% | -80.2% | +9.2% |
| 1Y | +23.5% | +89.7% | -66.2% | +14.9% |
| 3Y | +67.0% | +95.8% | -28.8% | +52.4% |
| 5Y | +80.5% | -32.6% | +113.2% | +75.4% |
| All | +194.9% | +620.5% | -425.6% | +120.3% |
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