+2,490.2%
NVDL vs OKTA
+127.8%
+2,362.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.1% |
| 7D | -10.3% | -2.4% | -7.9% | -9.3% |
| 30D | -7.1% | +13.0% | -20.2% | -13.1% |
| 3M | +6.6% | +41.7% | -35.1% | -11.7% |
| 6M | +21.1% | +105.9% | -84.9% | -21.2% |
| YTD | +15.2% | +92.6% | -77.3% | -23.5% |
| 1Y | +18.8% | +81.1% | -62.3% | -18.0% |
| 3Y | +649.9% | +84.8% | +565.1% | +418.2% |
| All | +2,490.2% | +127.8% | +2,362.3% | +1,321.8% |
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