+115.8%
OKTA vs NXT
+173.5%
-57.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | +13.0% | -20.0% | +33.1% | +16.2% |
| 3M | +41.7% | -30.7% | +72.4% | +47.4% |
| 6M | +105.9% | -29.0% | +134.9% | +112.8% |
| YTD | +92.6% | -4.8% | +97.4% | +91.0% |
| 1Y | +81.1% | +22.8% | +58.3% | +73.3% |
| 3Y | +84.8% | +93.9% | -9.1% | +59.1% |
| All | +115.8% | +173.5% | -57.7% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling