+625.6%
OKTA vs NDAQ
+388.5%
+237.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.4% |
| 7D | +2.6% | -2.4% | +5.1% | +4.4% |
| 30D | +16.0% | +2.5% | +13.6% | +14.1% |
| 3M | +38.2% | +9.9% | +28.2% | +28.1% |
| 6M | +137.8% | +9.4% | +128.4% | +122.0% |
| YTD | +97.3% | +0.4% | +96.9% | +94.8% |
| 1Y | +90.1% | +4.0% | +86.1% | +82.4% |
| 3Y | +98.0% | +94.4% | +3.6% | +20.0% |
| 5Y | -36.9% | +56.7% | -93.6% | -55.8% |
| All | +625.6% | +388.5% | +237.1% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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