+366.7%
VUG vs OKTA
+601.1%
-234.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.5% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | -1.0% | +13.0% | -14.0% | -4.4% |
| 3M | +3.5% | +41.7% | -38.2% | -5.1% |
| 6M | +14.2% | +105.9% | -91.7% | -5.5% |
| YTD | +8.5% | +92.6% | -84.1% | -9.4% |
| 1Y | +12.9% | +81.1% | -68.2% | -4.6% |
| 3Y | +85.6% | +84.8% | +0.8% | +50.3% |
| 5Y | +78.1% | -34.4% | +112.6% | +69.8% |
| All | +366.7% | +601.1% | -234.4% | +186.2% |
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