+608.2%
OKTA vs SNY
+43.5%
+564.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -2.4% | -3.3% | +0.9% | -1.2% |
| 30D | +13.0% | -2.2% | +15.2% | +13.7% |
| 3M | +41.7% | -3.0% | +44.7% | +42.5% |
| 6M | +105.9% | +2.7% | +103.2% | +101.8% |
| YTD | +92.6% | -6.8% | +99.4% | +95.4% |
| 1Y | +81.1% | -5.3% | +86.3% | +81.8% |
| 3Y | +84.8% | -9.8% | +94.6% | +83.6% |
| 5Y | -34.4% | +9.7% | -44.1% | -42.4% |
| All | +608.2% | +43.5% | +564.7% | +412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling