+90.1%
OKTA vs NTR
+43.1%
+47.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | 0.0% |
| 7D | +2.6% | +8.1% | -5.5% | +3.3% |
| 30D | +16.0% | +18.8% | -2.7% | +17.3% |
| 3M | +38.2% | +16.2% | +21.9% | +39.4% |
| 6M | +137.8% | +9.8% | +128.0% | +140.0% |
| YTD | +97.3% | +30.9% | +66.4% | +100.7% |
| 1Y | +90.1% | +41.8% | +48.4% | +94.0% |
| All | +90.1% | +43.1% | +47.0% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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