+84.3%
VZ vs OKTA
+91.3%
-7.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +7.1% | +13.0% | -5.9% | +7.7% |
| 3M | +12.8% | +43.4% | -30.6% | +14.3% |
| 6M | +1.8% | +107.6% | -105.8% | +4.2% |
| YTD | +30.0% | +93.8% | -63.8% | +33.0% |
| 1Y | +24.3% | +80.8% | -56.5% | +27.1% |
| 3Y | +84.3% | +91.8% | -7.5% | +85.5% |
| All | +84.3% | +91.3% | -7.0% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling