+378.6%
NEM vs OKTA
+627.3%
-248.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | +3.1% | +5.9% | -2.8% | +2.6% |
| 30D | +10.0% | +14.6% | -4.6% | +8.6% |
| 3M | +30.9% | +44.0% | -13.1% | +26.9% |
| 6M | +10.5% | +116.7% | -106.2% | +3.4% |
| YTD | +29.7% | +99.8% | -70.0% | +22.0% |
| 1Y | +71.1% | +84.1% | -12.9% | +61.7% |
| 3Y | +252.1% | +97.7% | +154.4% | +226.8% |
| 5Y | +157.7% | -35.2% | +192.9% | +148.2% |
| All | +378.6% | +627.3% | -248.7% | +298.4% |
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 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