+143.0%
NXPI vs OKTA
+605.7%
-462.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | -6.6% | +13.0% | -19.6% | -10.2% |
| 3M | -25.4% | +43.4% | -68.8% | -32.5% |
| 6M | +11.9% | +107.6% | -95.7% | -9.9% |
| YTD | +4.0% | +93.8% | -89.8% | -15.3% |
| 1Y | +1.0% | +80.8% | -79.8% | -16.2% |
| 3Y | +16.3% | +91.8% | -75.5% | -8.4% |
| 5Y | +17.7% | -36.4% | +54.1% | +12.1% |
| All | +143.0% | +605.7% | -462.6% | +61.0% |
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