+243.5%
NEM vs OKTA
+95.5%
+148.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.3% | +0.4% | -3.7% | -3.3% |
| 30D | +7.8% | +13.8% | -6.0% | +6.2% |
| 3M | +36.3% | +48.9% | -12.6% | +30.0% |
| 6M | +6.6% | +114.9% | -108.4% | -3.3% |
| YTD | +27.1% | +97.9% | -70.7% | +16.7% |
| 1Y | +62.3% | +89.7% | -27.3% | +49.7% |
| All | +243.5% | +95.5% | +148.0% | +200.7% |
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 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