-9.4%
NVTS vs OKTA
-33.2%
+23.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -4.8% |
| 7D | +3.5% | +5.9% | -2.4% | +0.4% |
| 30D | -11.9% | +14.6% | -26.5% | -20.3% |
| 3M | -49.2% | +44.0% | -93.2% | -59.5% |
| 6M | +38.4% | +116.7% | -78.3% | -18.6% |
| YTD | +62.5% | +99.8% | -37.3% | -1.0% |
| 1Y | +101.4% | +84.1% | +17.3% | +29.7% |
| 3Y | +40.4% | +97.7% | -57.3% | -17.7% |
| All | -9.4% | -33.2% | +23.8% | -11.0% |
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