+90.1%
OKTA vs SN
+46.4%
+43.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +2.6% | -9.3% | +12.0% | +5.6% |
| 30D | +16.0% | -4.8% | +20.8% | +18.1% |
| 3M | +38.2% | +40.4% | -2.3% | +27.8% |
| 6M | +137.8% | +50.9% | +86.9% | +115.9% |
| YTD | +97.3% | +54.9% | +42.4% | +77.8% |
| 1Y | +90.1% | +43.0% | +47.1% | +88.5% |
| All | +90.1% | +46.4% | +43.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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