+98.1%
NU vs OKTA
+90.2%
+7.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.2% |
| 7D | -4.9% | -2.4% | -2.5% | -4.5% |
| 30D | +7.8% | +13.0% | -5.2% | +4.9% |
| 3M | +20.9% | +41.7% | -20.8% | +12.0% |
| 6M | +0.9% | +105.9% | -105.0% | -15.2% |
| YTD | -12.7% | +92.6% | -105.2% | -25.9% |
| 1Y | -6.4% | +81.1% | -87.5% | -19.4% |
| 3Y | +98.1% | +84.8% | +13.3% | +66.5% |
| All | +98.1% | +90.2% | +7.9% | +66.5% |
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 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