-23.7%
NKE vs OKTA
+620.5%
-644.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -5.5% | +0.4% | -6.0% | -5.6% |
| 30D | -10.4% | +13.8% | -24.3% | -12.8% |
| 3M | -15.8% | +48.9% | -64.7% | -21.8% |
| 6M | -33.4% | +114.9% | -148.4% | -42.7% |
| YTD | -41.0% | +97.9% | -138.9% | -48.8% |
| 1Y | -49.1% | +89.7% | -138.7% | -55.5% |
| 3Y | -59.8% | +95.8% | -155.6% | -66.3% |
| 5Y | -75.5% | -32.6% | -42.8% | -76.9% |
| All | -23.7% | +620.5% | -644.1% | -48.7% |
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 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