-69.3%
NCLH vs OKTA
+627.3%
-696.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -4.3% |
| 7D | -4.6% | +5.9% | -10.5% | -6.0% |
| 30D | -19.9% | +14.6% | -34.5% | -23.7% |
| 3M | -22.0% | +44.0% | -66.0% | -30.3% |
| 6M | -28.3% | +116.7% | -145.0% | -44.2% |
| YTD | -33.5% | +99.8% | -133.2% | -47.6% |
| 1Y | -41.5% | +84.1% | -125.5% | -52.8% |
| 3Y | -8.9% | +97.7% | -106.6% | -30.3% |
| 5Y | -40.5% | -35.2% | -5.3% | -46.6% |
| All | -69.3% | +627.3% | -696.6% | -83.8% |
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