+8,952.0%
NVDA vs OKTA
+627.3%
+8,324.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -2.1% |
| 7D | -0.3% | +5.9% | -6.2% | -2.5% |
| 30D | +2.8% | +14.6% | -11.8% | -3.7% |
| 3M | +7.4% | +44.0% | -36.6% | -8.7% |
| 6M | +22.6% | +116.7% | -94.1% | -15.2% |
| YTD | +20.1% | +99.8% | -79.7% | -15.4% |
| 1Y | +31.2% | +84.1% | -52.9% | -4.8% |
| 3Y | +391.7% | +97.7% | +294.0% | +225.2% |
| 5Y | +911.9% | -35.2% | +947.0% | +883.7% |
| All | +8,952.0% | +627.3% | +8,324.7% | +3,571.1% |
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 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