+208.7%
NRG vs OKTA
+90.2%
+118.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.8% |
| 7D | -4.7% | -2.4% | -2.3% | -4.5% |
| 30D | -6.0% | +13.0% | -19.0% | -7.2% |
| 3M | -8.0% | +41.7% | -49.7% | -11.5% |
| 6M | -23.2% | +105.9% | -129.1% | -30.5% |
| YTD | -28.1% | +92.6% | -120.6% | -34.6% |
| 1Y | -27.3% | +81.1% | -108.3% | -33.0% |
| 3Y | +208.7% | +84.8% | +123.8% | +183.3% |
| All | +208.7% | +90.2% | +118.4% | +183.3% |
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