+8,744.2%
NVDA vs OKTA
+601.1%
+8,143.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.0% |
| 7D | -5.1% | -2.4% | -2.7% | -4.3% |
| 30D | -2.5% | +13.0% | -15.5% | -8.1% |
| 3M | +6.7% | +41.7% | -35.0% | -8.9% |
| 6M | +17.6% | +105.9% | -88.3% | -17.1% |
| YTD | +17.3% | +92.6% | -75.2% | -16.2% |
| 1Y | +23.5% | +81.1% | -57.6% | -9.8% |
| 3Y | +384.6% | +84.8% | +299.8% | +229.5% |
| 5Y | +875.4% | -34.4% | +909.8% | +842.3% |
| All | +8,744.2% | +601.1% | +8,143.1% | +3,537.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling