+116.6%
OKTA vs SN
+447.8%
-331.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | -2.4% | -7.3% | +4.9% | -0.7% |
| 30D | +13.0% | -13.6% | +26.6% | +17.2% |
| 3M | +41.7% | +18.6% | +23.1% | +36.3% |
| 6M | +105.9% | +46.0% | +60.0% | +88.0% |
| YTD | +92.6% | +43.7% | +48.9% | +76.0% |
| 1Y | +81.1% | +39.2% | +41.9% | +66.2% |
| 3Y | +84.8% | +306.5% | -221.6% | +38.8% |
| All | +116.6% | +447.8% | -331.2% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling