-9.1%
NVTS vs OKTA
-35.6%
+26.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.6% |
| 7D | -1.4% | -2.4% | +1.0% | -0.4% |
| 30D | -16.5% | +13.0% | -29.5% | -24.0% |
| 3M | -47.6% | +41.7% | -89.3% | -58.0% |
| 6M | +7.3% | +105.9% | -98.6% | -35.4% |
| YTD | +62.9% | +92.6% | -29.7% | +1.0% |
| 1Y | +91.3% | +81.1% | +10.2% | +23.8% |
| 3Y | +43.4% | +84.8% | -41.4% | -12.9% |
| All | -9.1% | -35.6% | +26.5% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling