+21.4%
VZ vs OKTA
-31.5%
+52.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.9% |
| 7D | +2.2% | -3.9% | +6.2% | +2.2% |
| 30D | +10.6% | -23.5% | +34.1% | +10.3% |
| 3M | -0.6% | +19.7% | -20.3% | -0.5% |
| 6M | +0.7% | +111.6% | -110.9% | +0.8% |
| YTD | +20.6% | +105.4% | -84.7% | +20.7% |
| 1Y | +22.7% | +108.4% | -85.7% | +22.8% |
| 3Y | +57.2% | +167.8% | -110.6% | +55.8% |
| 5Y | +21.4% | -33.8% | +55.2% | +19.1% |
| All | +21.4% | -31.5% | +52.9% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling