+515.3%
NTAP vs OKTA
+601.1%
-85.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.7% | +11.2% | +9.1% |
| 7D | +7.4% | -2.4% | +9.8% | +7.8% |
| 30D | -1.4% | +13.0% | -14.4% | -4.7% |
| 3M | +24.6% | +41.7% | -17.1% | +14.9% |
| 6M | +105.9% | +105.9% | 0.0% | +75.9% |
| YTD | +88.5% | +92.6% | -4.0% | +62.5% |
| 1Y | +62.1% | +81.1% | -19.0% | +41.2% |
| 3Y | +169.1% | +84.8% | +84.2% | +128.3% |
| 5Y | +141.9% | -34.4% | +176.3% | +129.4% |
| All | +515.3% | +601.1% | -85.7% | +233.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling