+608.2%
OKTA vs NTNX
+256.9%
+351.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | -2.4% | -3.1% | +0.7% | -1.3% |
| 30D | +13.0% | +2.0% | +11.1% | +12.8% |
| 3M | +41.7% | +34.0% | +7.7% | +28.9% |
| 6M | +105.9% | +72.4% | +33.6% | +73.8% |
| YTD | +92.6% | +27.5% | +65.0% | +78.7% |
| 1Y | +81.1% | -18.7% | +99.8% | +92.0% |
| 3Y | +84.8% | +80.8% | +4.1% | +47.2% |
| 5Y | -34.4% | +54.5% | -88.9% | -48.5% |
| All | +608.2% | +256.9% | +351.3% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling