+634.8%
OKTA vs NSC
+237.1%
+397.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.6% |
| 7D | +5.9% | -2.0% | +7.9% | +6.6% |
| 30D | +14.6% | -3.2% | +17.8% | +15.7% |
| 3M | +44.0% | +3.9% | +40.1% | +41.3% |
| 6M | +116.7% | +7.8% | +108.9% | +108.1% |
| YTD | +99.8% | +13.4% | +86.4% | +87.2% |
| 1Y | +84.1% | +20.3% | +63.7% | +68.3% |
| 3Y | +97.7% | +76.1% | +21.6% | +51.3% |
| 5Y | -35.2% | +45.0% | -80.2% | -46.4% |
| All | +634.8% | +237.1% | +397.6% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling