-17.1%
NOW vs OKTA
+163.1%
-180.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -1.4% |
| 7D | -3.1% | -3.9% | +0.9% | -1.6% |
| 30D | -27.0% | -23.5% | -3.5% | -19.5% |
| 3M | -17.7% | +19.7% | -37.4% | -25.8% |
| 6M | +12.7% | +111.6% | -98.9% | -21.4% |
| YTD | -32.9% | +105.4% | -138.3% | -53.0% |
| 1Y | -40.4% | +108.4% | -148.8% | -58.4% |
| 3Y | -17.1% | +167.8% | -184.9% | -42.7% |
| All | -17.1% | +163.1% | -180.2% | -42.7% |
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 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