+84.8%
OKTA vs NYT
+56.2%
+28.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +13.0% | +4.6% | +8.5% | +11.5% |
| 3M | +41.7% | -9.6% | +51.3% | +44.1% |
| 6M | +105.9% | -14.0% | +119.9% | +112.3% |
| YTD | +92.6% | -2.8% | +95.4% | +90.1% |
| 1Y | +81.1% | +15.6% | +65.5% | +67.6% |
| 3Y | +84.8% | +56.3% | +28.5% | +50.0% |
| All | +84.8% | +56.2% | +28.6% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling