+608.2%
OKTA vs NI
+134.7%
+473.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | 0.0% | -2.5% | -2.4% |
| 30D | +13.0% | -1.4% | +14.4% | +13.3% |
| 3M | +41.7% | -10.6% | +52.3% | +44.6% |
| 6M | +105.9% | -9.3% | +115.3% | +108.7% |
| YTD | +92.6% | +1.1% | +91.4% | +89.6% |
| 1Y | +81.1% | +3.4% | +77.7% | +77.0% |
| 3Y | +84.8% | +67.9% | +17.0% | +58.7% |
| 5Y | -34.4% | +98.0% | -132.4% | -46.2% |
| All | +608.2% | +134.7% | +473.5% | +462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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