+721.1%
NOW vs OKTA
+618.3%
+102.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.4% | +2.6% | -5.0% | -3.4% |
| 30D | +20.5% | +16.0% | +4.5% | +11.4% |
| 3M | +18.3% | +38.2% | -19.8% | +0.1% |
| 6M | +24.1% | +137.8% | -113.7% | -17.9% |
| YTD | -7.8% | +97.3% | -105.1% | -34.0% |
| 1Y | -21.4% | +90.1% | -111.5% | -43.0% |
| 3Y | +19.5% | +98.0% | -78.5% | -20.9% |
| 5Y | +4.1% | -36.9% | +41.0% | +5.4% |
| All | +721.1% | +618.3% | +102.8% | +230.0% |
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