+11.3%
NEE vs OKTA
-34.5%
+45.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | -1.3% | -2.4% | +1.1% | -1.2% |
| 30D | -3.3% | +13.0% | -16.4% | -4.1% |
| 3M | -2.3% | +41.7% | -44.0% | -4.2% |
| 6M | -8.9% | +105.9% | -114.8% | -13.2% |
| YTD | +4.8% | +92.6% | -87.8% | 0.0% |
| 1Y | +18.7% | +81.1% | -62.3% | +13.8% |
| 3Y | +33.2% | +84.8% | -51.6% | +24.8% |
| All | +11.3% | -34.5% | +45.8% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling