+144.9%
NOK vs OKTA
+620.5%
-475.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +8.7% | +0.4% | +8.3% | +8.6% |
| 30D | +12.5% | +13.8% | -1.3% | +10.0% |
| 3M | -20.7% | +48.9% | -69.6% | -25.4% |
| 6M | +36.2% | +114.9% | -78.8% | +20.7% |
| YTD | +64.1% | +97.9% | -33.7% | +46.7% |
| 1Y | +132.4% | +89.7% | +42.7% | +108.7% |
| 3Y | +182.9% | +95.8% | +87.0% | +145.2% |
| 5Y | +102.8% | -32.6% | +135.4% | +93.4% |
| All | +144.9% | +620.5% | -475.6% | +64.5% |
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