+20.3%
VZ vs OKTA
+117.7%
-97.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | +8.4% | -6.9% | +2.1% |
| 30D | +4.4% | -13.7% | +18.1% | +3.5% |
| 3M | -2.4% | +18.0% | -20.4% | -1.2% |
| 6M | +1.4% | +133.8% | -132.4% | +6.8% |
| YTD | +21.4% | +111.5% | -90.1% | +26.0% |
| 1Y | +20.3% | +118.3% | -98.1% | +24.9% |
| All | +20.3% | +117.7% | -97.4% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling