+119.7%
OKTA vs NXT
+10.5%
+109.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.1% | -10.4% | -0.5% |
| 7D | -14.2% | +30.0% | -44.2% | -16.8% |
| 30D | -12.5% | +28.6% | -41.1% | -14.9% |
| 3M | +29.2% | +8.4% | +20.9% | +28.1% |
| 6M | +147.3% | -8.7% | +156.1% | +152.9% |
| YTD | +120.9% | +22.5% | +98.5% | +120.3% |
| 1Y | +119.7% | +6.9% | +112.8% | +122.7% |
| All | +119.7% | +10.5% | +109.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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