+18.8%
NVDL vs OKTA
+83.4%
-64.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.6% |
| 7D | -10.3% | -2.4% | -7.9% | -9.7% |
| 30D | -7.1% | +13.0% | -20.2% | -10.8% |
| 3M | +6.6% | +41.7% | -35.1% | -2.9% |
| 6M | +21.1% | +105.9% | -84.9% | +5.1% |
| YTD | +15.2% | +92.6% | -77.3% | +2.7% |
| 1Y | +18.8% | +81.1% | -62.3% | +15.3% |
| All | +18.8% | +83.4% | -64.6% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling