+367.2%
VUG vs OKTA
+605.7%
-238.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.4% | +13.0% | -14.4% | -4.8% |
| 3M | +2.3% | +43.4% | -41.1% | -6.4% |
| 6M | +15.7% | +107.6% | -91.9% | -4.4% |
| YTD | +8.6% | +93.8% | -85.2% | -9.4% |
| 1Y | +14.1% | +80.8% | -66.8% | -3.6% |
| 3Y | +87.9% | +91.8% | -3.9% | +50.9% |
| 5Y | +76.3% | -36.4% | +112.7% | +69.3% |
| All | +367.2% | +605.7% | -238.5% | +186.3% |
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