+130.7%
OKTA vs NIO
-40.3%
+171.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.5% |
| 7D | +0.4% | -7.3% | +7.7% | +1.4% |
| 30D | +13.8% | -22.5% | +36.3% | +17.6% |
| 3M | +48.9% | -30.9% | +79.8% | +56.1% |
| 6M | +114.9% | -37.2% | +152.1% | +127.0% |
| YTD | +97.9% | -29.8% | +127.7% | +104.7% |
| 1Y | +89.7% | -37.4% | +127.1% | +98.2% |
| 3Y | +95.8% | -64.3% | +160.2% | +109.0% |
| 5Y | -32.6% | -90.6% | +57.9% | -20.5% |
| All | +130.7% | -40.3% | +171.0% | +154.7% |
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