+122.6%
OKTA vs SN
+453.9%
-331.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | 0.0% |
| 7D | +0.4% | -7.2% | +7.6% | +2.2% |
| 30D | +13.8% | -13.4% | +27.2% | +18.0% |
| 3M | +48.9% | +26.8% | +22.1% | +41.0% |
| 6M | +114.9% | +44.6% | +70.3% | +96.6% |
| YTD | +97.9% | +45.3% | +52.6% | +80.3% |
| 1Y | +89.7% | +40.1% | +49.6% | +73.8% |
| 3Y | +95.8% | +375.3% | -279.5% | +46.1% |
| All | +122.6% | +453.9% | -331.3% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling