-33.3%
OKTA vs SNY
+9.4%
-42.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | +13.0% | -2.2% | +15.2% | +13.4% |
| 3M | +41.7% | -3.0% | +44.7% | +42.2% |
| 6M | +105.9% | +2.7% | +103.2% | +102.9% |
| YTD | +92.6% | -6.8% | +99.4% | +94.5% |
| 1Y | +81.1% | -5.3% | +86.3% | +81.6% |
| 3Y | +84.8% | -9.8% | +94.6% | +85.9% |
| All | -33.3% | +9.4% | -42.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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