+117.2%
OKTA vs NXT
+181.9%
-64.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +0.7% | +2.9% | -2.2% | +0.3% |
| 30D | +13.0% | -17.2% | +30.2% | +15.6% |
| 3M | +43.4% | -32.0% | +75.4% | +49.5% |
| 6M | +107.6% | -15.8% | +123.4% | +110.4% |
| YTD | +93.8% | -1.9% | +95.7% | +91.6% |
| 1Y | +80.8% | +22.5% | +58.3% | +73.0% |
| 3Y | +91.8% | +100.5% | -8.7% | +64.4% |
| All | +117.2% | +181.9% | -64.7% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling