+226.1%
NEE vs OKTA
+627.3%
-401.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.6% |
| 7D | -0.5% | +5.9% | -6.4% | -0.9% |
| 30D | -1.7% | +14.6% | -16.3% | -2.9% |
| 3M | -1.8% | +44.0% | -45.8% | -4.8% |
| 6M | -8.8% | +116.7% | -125.5% | -15.1% |
| YTD | +5.2% | +99.8% | -94.6% | -1.6% |
| 1Y | +21.3% | +84.1% | -62.7% | +14.1% |
| 3Y | +35.2% | +97.7% | -62.5% | +23.5% |
| 5Y | +10.1% | -35.2% | +45.3% | +8.2% |
| All | +226.1% | +627.3% | -401.2% | +185.3% |
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