-27.3%
NRG vs OKTA
+83.4%
-110.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.5% |
| 7D | -4.7% | -2.4% | -2.3% | -4.8% |
| 30D | -6.0% | +13.0% | -19.0% | -5.2% |
| 3M | -8.0% | +41.7% | -49.7% | -6.4% |
| 6M | -23.2% | +105.9% | -129.1% | -20.2% |
| YTD | -28.1% | +92.6% | -120.6% | -25.4% |
| 1Y | -27.3% | +81.1% | -108.3% | -22.2% |
| All | -27.3% | +83.4% | -110.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling