+608.2%
OKTA vs NOC
+152.4%
+455.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +13.0% | -9.7% | +22.7% | +15.0% |
| 3M | +41.7% | -5.6% | +47.3% | +42.8% |
| 6M | +105.9% | -28.6% | +134.5% | +118.0% |
| YTD | +92.6% | -7.9% | +100.4% | +93.0% |
| 1Y | +81.1% | -9.5% | +90.6% | +82.0% |
| 3Y | +84.8% | +28.4% | +56.5% | +68.6% |
| 5Y | -34.4% | +59.0% | -93.4% | -46.6% |
| All | +608.2% | +152.4% | +455.8% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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