-23.3%
NKE vs OKTA
+601.1%
-624.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | -4.2% | -2.4% | -1.8% | -3.8% |
| 30D | -8.2% | +13.0% | -21.2% | -10.6% |
| 3M | -19.1% | +41.7% | -60.8% | -24.3% |
| 6M | -32.6% | +105.9% | -138.6% | -41.7% |
| YTD | -40.7% | +92.6% | -133.3% | -48.3% |
| 1Y | -48.9% | +81.1% | -129.9% | -55.0% |
| 3Y | -59.2% | +84.8% | -144.1% | -65.5% |
| 5Y | -75.3% | -34.4% | -40.9% | -76.7% |
| All | -23.3% | +601.1% | -624.3% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling