+155.1%
NEM vs OKTA
-34.5%
+189.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | +7.8% | +13.0% | -5.2% | +6.7% |
| 3M | +30.2% | +41.7% | -11.5% | +26.7% |
| 6M | +9.6% | +105.9% | -96.3% | +3.4% |
| YTD | +27.8% | +92.6% | -64.7% | +21.1% |
| 1Y | +60.7% | +81.1% | -20.4% | +52.8% |
| 3Y | +245.3% | +84.8% | +160.5% | +223.6% |
| All | +155.1% | -34.5% | +189.6% | +123.4% |
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