+119.7%
OKTA vs NVD
-27.4%
+147.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.7% | +2.2% |
| 7D | -14.2% | +15.0% | -29.2% | -11.2% |
| 30D | -12.5% | +39.3% | -51.8% | -5.5% |
| 3M | +29.2% | +3.1% | +26.1% | +33.6% |
| 6M | +147.3% | -19.0% | +166.3% | +153.6% |
| YTD | +120.9% | -35.5% | +156.5% | +120.7% |
| 1Y | +119.7% | -30.2% | +149.9% | +120.4% |
| All | +119.7% | -27.4% | +147.0% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling