+627.8%
OKTA vs NVMI
+1,905.6%
-1,277.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.2% |
| 7D | +0.4% | +3.8% | -3.4% | -1.1% |
| 30D | +13.8% | -7.6% | +21.4% | +16.9% |
| 3M | +48.9% | -28.0% | +76.9% | +64.3% |
| 6M | +114.9% | -15.3% | +130.2% | +115.5% |
| YTD | +97.9% | +11.5% | +86.4% | +73.6% |
| 1Y | +89.7% | +31.6% | +58.1% | +52.7% |
| 3Y | +95.8% | +207.0% | -111.1% | -6.9% |
| 5Y | -32.6% | +262.8% | -295.5% | -70.7% |
| All | +627.8% | +1,905.6% | -1,277.8% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling