+122.0%
OKTA vs SN
+490.7%
-368.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +2.6% | -9.3% | +12.0% | +5.1% |
| 30D | +16.0% | -4.8% | +20.8% | +17.7% |
| 3M | +38.2% | +40.4% | -2.3% | +27.7% |
| 6M | +137.8% | +50.9% | +86.9% | +115.2% |
| YTD | +97.3% | +54.9% | +42.4% | +77.1% |
| 1Y | +90.1% | +43.0% | +47.1% | +73.2% |
| 3Y | +98.0% | +391.8% | -293.8% | +45.5% |
| All | +122.0% | +490.7% | -368.7% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling