+96.4%
OKTA vs NYT
+11.3%
+85.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.4% | -9.0% | -10.4% |
| 7D | -22.9% | -5.5% | -17.3% | -22.7% |
| 30D | -21.7% | +2.7% | -24.4% | -21.8% |
| 3M | +16.4% | +0.5% | +15.9% | +16.1% |
| 6M | +120.1% | -14.6% | +134.7% | +120.1% |
| YTD | +97.9% | -4.4% | +102.3% | +102.0% |
| 1Y | +96.4% | +15.2% | +81.2% | +99.6% |
| All | +96.4% | +11.3% | +85.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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