+45.4%
NU vs OKTA
-28.5%
+73.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -4.2% | +0.4% | -4.6% | -4.4% |
| 30D | +10.0% | +13.8% | -3.8% | +3.4% |
| 3M | +29.3% | +48.9% | -19.6% | +9.5% |
| 6M | +0.9% | +114.9% | -114.0% | -28.5% |
| YTD | -10.3% | +97.9% | -108.2% | -35.1% |
| 1Y | -3.2% | +89.7% | -92.8% | -29.1% |
| 3Y | +120.6% | +95.8% | +24.7% | +46.5% |
| All | +45.4% | -28.5% | +73.9% | +53.3% |
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 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