+201.3%
NVO vs OKTA
+601.1%
-399.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.9% |
| 7D | -7.6% | -2.4% | -5.2% | -7.3% |
| 30D | -6.0% | +13.0% | -19.0% | -7.6% |
| 3M | -0.8% | +41.7% | -42.5% | -5.3% |
| 6M | +16.5% | +105.9% | -89.5% | +5.3% |
| YTD | -11.1% | +92.6% | -103.7% | -19.0% |
| 1Y | -16.7% | +81.1% | -97.8% | -23.7% |
| 3Y | -52.9% | +84.8% | -137.8% | -57.7% |
| 5Y | -3.0% | -34.4% | +31.5% | -4.8% |
| All | +201.3% | +601.1% | -399.7% | +121.4% |
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