+145.7%
OKTA vs NIO
-46.0%
+191.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | -4.6% | -1.8% | -2.8% | -4.4% |
| 30D | -19.7% | -6.6% | -13.1% | -19.0% |
| 3M | +21.2% | -29.9% | +51.1% | +26.9% |
| 6M | +123.1% | -46.6% | +169.7% | +141.3% |
| YTD | +110.8% | -36.5% | +147.2% | +120.9% |
| 1Y | +113.0% | -51.1% | +164.1% | +130.7% |
| 3Y | +168.9% | -55.2% | +224.2% | +178.7% |
| 5Y | -28.7% | -92.3% | +63.6% | -14.0% |
| All | +145.7% | -46.0% | +191.7% | +174.8% |
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