+167.1%
OKTA vs SN
+441.3%
-274.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -4.6% | +3.5% | -8.1% | -5.5% |
| 30D | -19.7% | +19.4% | -39.2% | -23.9% |
| 3M | +21.2% | +20.9% | +0.3% | +14.5% |
| 6M | +123.1% | +111.1% | +12.0% | +80.7% |
| YTD | +110.8% | +102.8% | +8.0% | +70.6% |
| 1Y | +113.0% | +146.2% | -33.2% | +63.2% |
| All | +167.1% | +441.3% | -274.2% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling