+146.6%
OKTA vs NIO
-51.7%
+198.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.8% |
| 7D | +8.4% | -14.5% | +22.9% | +10.6% |
| 30D | -13.7% | -15.0% | +1.3% | -11.9% |
| 3M | +18.0% | -35.6% | +53.6% | +24.9% |
| 6M | +133.8% | -55.7% | +189.5% | +159.3% |
| YTD | +111.5% | -43.1% | +154.6% | +124.8% |
| 1Y | +118.3% | -53.5% | +171.9% | +137.9% |
| 3Y | +168.0% | -59.8% | +227.9% | +181.7% |
| 5Y | -30.1% | -93.2% | +63.1% | -14.4% |
| All | +146.6% | -51.7% | +198.2% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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