+135.2%
VXUS vs OKTA
+605.7%
-470.5%
-36.0%
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% | -0.2% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +1.0% | +13.0% | -12.0% | -0.8% |
| 3M | +5.7% | +43.4% | -37.8% | +0.8% |
| 6M | +13.6% | +107.6% | -94.0% | +2.8% |
| YTD | +17.4% | +93.8% | -76.4% | +6.8% |
| 1Y | +25.1% | +80.8% | -55.8% | +14.5% |
| 3Y | +75.8% | +91.8% | -16.0% | +56.4% |
| 5Y | +55.4% | -36.4% | +91.8% | +50.8% |
| All | +135.2% | +605.7% | -470.5% | +71.5% |
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