+121.0%
VXUS vs OKTA
+670.0%
-548.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.1% | +8.4% | -6.3% | +1.2% |
| 30D | -1.1% | -13.7% | +12.6% | +0.2% |
| 3M | -5.6% | +18.0% | -23.6% | -8.2% |
| 6M | -2.3% | +133.8% | -136.1% | -12.8% |
| YTD | +10.4% | +111.5% | -101.1% | -1.1% |
| 1Y | +13.1% | +118.3% | -105.3% | +0.9% |
| 3Y | +68.0% | +168.0% | -100.0% | +43.4% |
| 5Y | +45.8% | -30.1% | +75.9% | +39.6% |
| All | +121.0% | +670.0% | -548.9% | +58.9% |
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