+77.4%
VUG vs OKTA
-34.9%
+112.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | +0.1% | +5.9% | -5.8% | -1.0% |
| 30D | -1.7% | +14.6% | -16.3% | -5.0% |
| 3M | +2.8% | +44.0% | -41.2% | -5.4% |
| 6M | +13.6% | +116.7% | -103.1% | -5.8% |
| YTD | +8.1% | +99.8% | -91.7% | -9.3% |
| 1Y | +13.1% | +84.1% | -71.0% | -3.6% |
| 3Y | +87.0% | +97.7% | -10.7% | +51.4% |
| All | +77.4% | -34.9% | +112.4% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling