+608.2%
OKTA vs NTRS
+186.2%
+422.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.9% |
| 30D | +13.0% | -0.7% | +13.7% | +13.2% |
| 3M | +41.7% | +11.3% | +30.4% | +36.3% |
| 6M | +105.9% | +35.5% | +70.4% | +84.3% |
| YTD | +92.6% | +40.6% | +52.0% | +70.2% |
| 1Y | +81.1% | +49.2% | +31.8% | +56.7% |
| 3Y | +84.8% | +167.2% | -82.4% | +29.6% |
| 5Y | -34.4% | +94.9% | -129.4% | -49.8% |
| All | +608.2% | +186.2% | +422.0% | +348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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