+70.6%
VZ vs OKTA
+618.3%
-547.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +7.9% | +16.0% | -8.1% | +7.9% |
| 3M | +13.6% | +38.2% | -24.5% | +13.6% |
| 6M | +1.1% | +137.8% | -136.7% | +0.8% |
| YTD | +29.3% | +97.3% | -68.0% | +29.0% |
| 1Y | +21.2% | +90.1% | -68.9% | +21.0% |
| 3Y | +75.9% | +98.0% | -22.1% | +75.0% |
| 5Y | +24.1% | -36.9% | +61.0% | +23.5% |
| All | +70.6% | +618.3% | -547.7% | +70.3% |
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