-1.0%
NCLH vs OKTA
+114.8%
-115.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.8% |
| 7D | +15.8% | -14.2% | +30.0% | +16.2% |
| 30D | +25.1% | -12.5% | +37.6% | +25.4% |
| 3M | -7.3% | +29.2% | -36.6% | -7.8% |
| 6M | +8.1% | +147.3% | -139.2% | +3.6% |
| YTD | -16.7% | +120.9% | -137.6% | -19.4% |
| 1Y | -1.0% | +119.7% | -120.7% | -4.1% |
| All | -1.0% | +114.8% | -115.8% | -4.1% |
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 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