-11.0%
NCLH vs OKTA
+90.2%
-101.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.2% |
| 7D | -4.8% | -2.4% | -2.4% | -4.4% |
| 30D | -21.7% | +13.0% | -34.7% | -24.2% |
| 3M | -22.2% | +41.7% | -63.9% | -29.1% |
| 6M | -27.5% | +105.9% | -133.5% | -41.5% |
| YTD | -33.6% | +92.6% | -126.2% | -45.8% |
| 1Y | -45.0% | +81.1% | -126.0% | -54.1% |
| 3Y | -11.0% | +84.8% | -95.9% | -30.2% |
| All | -11.0% | +90.2% | -101.3% | -30.2% |
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