+69.2%
VZ vs OKTA
+627.3%
-558.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.3% |
| 7D | -1.0% | +5.9% | -6.8% | -1.0% |
| 30D | +5.8% | +14.6% | -8.8% | +5.8% |
| 3M | +10.5% | +44.0% | -33.5% | +10.5% |
| 6M | +1.8% | +116.7% | -114.9% | +1.5% |
| YTD | +28.3% | +99.8% | -71.5% | +28.0% |
| 1Y | +22.0% | +84.1% | -62.1% | +21.8% |
| 3Y | +81.8% | +97.7% | -15.8% | +80.9% |
| 5Y | +25.3% | -35.2% | +60.5% | +24.8% |
| All | +69.2% | +627.3% | -558.1% | +68.9% |
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 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