+81.1%
OKTA vs NOC
-9.0%
+90.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.3% |
| 30D | +13.0% | -9.7% | +22.7% | +11.8% |
| 3M | +41.7% | -5.6% | +47.3% | +40.8% |
| 6M | +105.9% | -28.6% | +134.5% | +98.8% |
| YTD | +92.6% | -7.9% | +100.4% | +86.4% |
| 1Y | +81.1% | -9.5% | +90.6% | +83.4% |
| All | +81.1% | -9.0% | +90.0% | +83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling