-69.3%
NCLH vs OKTA
+601.1%
-670.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.4% |
| 7D | -4.8% | -2.4% | -2.4% | -4.3% |
| 30D | -21.7% | +13.0% | -34.7% | -25.1% |
| 3M | -22.2% | +41.7% | -63.9% | -30.3% |
| 6M | -27.5% | +105.9% | -133.5% | -42.9% |
| YTD | -33.6% | +92.6% | -126.2% | -47.2% |
| 1Y | -45.0% | +81.1% | -126.0% | -55.5% |
| 3Y | -11.0% | +84.8% | -95.9% | -30.8% |
| 5Y | -39.7% | -34.4% | -5.3% | -45.9% |
| All | -69.3% | +601.1% | -670.4% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling