+484.0%
NTAP vs OKTA
+605.7%
-121.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | -0.2% | +13.0% | -13.2% | -3.5% |
| 3M | +11.4% | +43.4% | -32.0% | +2.5% |
| 6M | +88.7% | +107.6% | -18.9% | +61.0% |
| YTD | +78.9% | +93.8% | -14.9% | +54.2% |
| 1Y | +58.8% | +80.8% | -22.0% | +38.4% |
| 3Y | +153.5% | +91.8% | +61.7% | +114.0% |
| 5Y | +136.7% | -36.4% | +173.1% | +125.8% |
| All | +484.0% | +605.7% | -121.7% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded OKTA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling