+119.7%
OKTA vs NSC
+24.4%
+95.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +1.1% |
| 7D | -14.2% | +1.8% | -16.0% | -13.5% |
| 30D | -12.5% | +8.8% | -21.3% | -9.2% |
| 3M | +29.2% | +1.2% | +28.0% | +29.9% |
| 6M | +147.3% | +11.3% | +136.0% | +157.6% |
| YTD | +120.9% | +20.7% | +100.2% | +130.6% |
| 1Y | +119.7% | +23.4% | +96.3% | +121.3% |
| All | +119.7% | +24.4% | +95.3% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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