+194.3%
NOK vs OKTA
+90.2%
+104.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.7% | +7.5% | +5.0% |
| 7D | +11.0% | -2.4% | +13.4% | +11.1% |
| 30D | +7.8% | +13.0% | -5.2% | +6.6% |
| 3M | -21.0% | +41.7% | -62.7% | -23.2% |
| 6M | +40.9% | +105.9% | -65.1% | +33.2% |
| YTD | +72.0% | +92.6% | -20.5% | +63.6% |
| 1Y | +140.9% | +81.1% | +59.9% | +129.9% |
| 3Y | +194.3% | +84.8% | +109.4% | +175.6% |
| All | +194.3% | +90.2% | +104.0% | +175.6% |
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