-33.3%
OKTA vs NTR
+45.7%
-79.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +13.0% | +16.8% | -3.7% | +9.8% |
| 3M | +41.7% | +20.7% | +21.0% | +36.6% |
| 6M | +105.9% | +0.5% | +105.4% | +104.7% |
| YTD | +92.6% | +29.2% | +63.4% | +81.1% |
| 1Y | +81.1% | +39.6% | +41.5% | +66.9% |
| 3Y | +84.8% | +37.9% | +47.0% | +68.6% |
| All | -33.3% | +45.7% | -79.0% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling