+634.8%
OKTA vs SSNC
+150.7%
+484.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +4.0% |
| 7D | +5.9% | -3.9% | +9.8% | +8.8% |
| 30D | +14.6% | -0.2% | +14.7% | +14.8% |
| 3M | +44.0% | +15.9% | +28.1% | +28.0% |
| 6M | +116.7% | +7.5% | +109.3% | +104.8% |
| YTD | +99.8% | -8.2% | +108.0% | +110.9% |
| 1Y | +84.1% | -9.3% | +93.4% | +95.3% |
| 3Y | +97.7% | +48.5% | +49.2% | +46.4% |
| 5Y | -35.2% | +16.0% | -51.2% | -42.4% |
| All | +634.8% | +150.7% | +484.0% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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