+608.2%
OKTA vs NVMI
+1,937.3%
-1,329.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +13.0% | -8.4% | +21.4% | +16.5% |
| 3M | +41.7% | -33.6% | +75.3% | +61.6% |
| 6M | +105.9% | -14.7% | +120.6% | +105.9% |
| YTD | +92.6% | +13.2% | +79.3% | +67.9% |
| 1Y | +81.1% | +29.0% | +52.0% | +47.2% |
| 3Y | +84.8% | +215.0% | -130.2% | -13.1% |
| 5Y | -34.4% | +268.6% | -303.0% | -71.6% |
| All | +608.2% | +1,937.3% | -1,329.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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