+84.8%
OKTA vs NVMI
+207.9%
-123.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +13.0% | -8.4% | +21.4% | +14.9% |
| 3M | +41.7% | -33.6% | +75.3% | +52.1% |
| 6M | +105.9% | -14.7% | +120.6% | +105.1% |
| YTD | +92.6% | +13.2% | +79.3% | +76.0% |
| 1Y | +81.1% | +29.0% | +52.0% | +58.6% |
| 3Y | +84.8% | +215.0% | -130.2% | +6.6% |
| All | +84.8% | +207.9% | -123.0% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling