+156.9%
NXPI vs OKTA
+601.1%
-444.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.7% | +7.2% | +5.1% |
| 7D | +3.9% | -2.4% | +6.3% | +4.4% |
| 30D | +1.4% | +13.0% | -11.7% | -2.5% |
| 3M | -21.5% | +41.7% | -63.2% | -28.8% |
| 6M | +19.4% | +105.9% | -86.5% | -3.7% |
| YTD | +9.9% | +92.6% | -82.6% | -10.4% |
| 1Y | +7.9% | +81.1% | -73.2% | -10.7% |
| 3Y | +22.7% | +84.8% | -62.2% | -2.5% |
| 5Y | +22.1% | -34.4% | +56.5% | +15.4% |
| All | +156.9% | +601.1% | -444.2% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling