+634.8%
OKTA vs NOC
+150.7%
+484.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +5.9% | -1.6% | +7.5% | +6.2% |
| 30D | +14.6% | -10.4% | +25.0% | +16.7% |
| 3M | +44.0% | -5.6% | +49.6% | +45.1% |
| 6M | +116.7% | -30.4% | +147.1% | +130.5% |
| YTD | +99.8% | -8.5% | +108.2% | +100.5% |
| 1Y | +84.1% | -8.3% | +92.4% | +84.5% |
| 3Y | +97.7% | +28.2% | +69.5% | +80.3% |
| 5Y | -35.2% | +56.7% | -91.9% | -46.9% |
| All | +634.8% | +150.7% | +484.0% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling