+90.1%
OKTA vs NTNX
+0.3%
+89.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | -1.6% | +4.2% | +3.9% |
| 30D | +16.0% | +11.6% | +4.4% | +8.7% |
| 3M | +38.2% | +23.8% | +14.3% | +20.7% |
| 6M | +137.8% | +68.8% | +69.0% | +76.0% |
| YTD | +97.3% | +31.7% | +65.6% | +56.0% |
| 1Y | +90.1% | -0.9% | +91.0% | +63.1% |
| All | +90.1% | +0.3% | +89.8% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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