+121.8%
OKTA vs NXT
+168.4%
-46.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | +13.8% | -22.4% | +36.3% | +17.4% |
| 3M | +48.9% | -27.3% | +76.2% | +54.1% |
| 6M | +114.9% | -28.5% | +143.4% | +122.1% |
| YTD | +97.9% | -6.6% | +104.5% | +96.8% |
| 1Y | +89.7% | +20.4% | +69.3% | +82.0% |
| 3Y | +95.8% | +90.9% | +4.9% | +68.9% |
| All | +121.8% | +168.4% | -46.6% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling