+90.0%
OKTA vs NOC
+28.9%
+61.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.4% | -1.8% | +2.2% | +0.4% |
| 30D | +13.8% | -9.4% | +23.3% | +13.5% |
| 3M | +48.9% | -3.8% | +52.7% | +48.7% |
| 6M | +114.9% | -28.8% | +143.7% | +114.1% |
| YTD | +97.9% | -7.9% | +105.8% | +96.2% |
| 1Y | +89.7% | -9.0% | +98.7% | +88.2% |
| All | +90.0% | +28.9% | +61.1% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling