+608.2%
OKTA vs NTRA
+3,792.7%
-3,184.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -3.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +13.0% | +4.1% | +8.9% | +11.5% |
| 3M | +41.7% | +50.0% | -8.3% | +23.9% |
| 6M | +105.9% | +67.3% | +38.6% | +72.8% |
| YTD | +92.6% | +43.6% | +49.0% | +68.6% |
| 1Y | +81.1% | +89.2% | -8.2% | +45.0% |
| 3Y | +84.8% | +502.5% | -417.7% | +0.3% |
| 5Y | -34.4% | +173.8% | -208.2% | -59.8% |
| All | +608.2% | +3,792.7% | -3,184.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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