+529.3%
OKTA vs NTR
+97.9%
+431.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +41.7% | +20.7% | +21.0% | +35.8% |
| 6M | +105.9% | +0.5% | +105.4% | +104.1% |
| YTD | +92.6% | +29.2% | +63.4% | +79.8% |
| 1Y | +81.1% | +39.6% | +41.5% | +65.5% |
| 3Y | +84.8% | +37.9% | +47.0% | +67.2% |
| 5Y | -34.4% | +47.1% | -81.5% | -43.4% |
| All | +529.3% | +97.9% | +431.3% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling