+296.8%
OKTA vs NVT
+731.8%
-435.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -4.0% |
| 7D | -2.4% | +4.1% | -6.5% | -3.6% |
| 30D | +13.0% | -5.1% | +18.2% | +14.4% |
| 3M | +41.7% | -1.2% | +42.9% | +40.4% |
| 6M | +105.9% | +46.6% | +59.4% | +79.7% |
| YTD | +92.6% | +60.0% | +32.6% | +62.4% |
| 1Y | +81.1% | +70.8% | +10.3% | +48.9% |
| 3Y | +84.8% | +187.5% | -102.7% | +23.8% |
| 5Y | -34.4% | +426.1% | -460.6% | -63.2% |
| All | +296.8% | +731.8% | -435.0% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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