-73.5%
SNAP vs OKTA
+620.5%
-694.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +0.2% | +13.8% | -13.6% | -7.3% |
| 3M | +2.6% | +48.9% | -46.3% | -15.4% |
| 6M | +12.4% | +114.9% | -102.5% | -24.4% |
| YTD | -31.6% | +97.9% | -129.5% | -52.8% |
| 1Y | -21.7% | +89.7% | -111.4% | -44.9% |
| 3Y | -41.2% | +95.8% | -137.0% | -62.2% |
| 5Y | -92.6% | -32.6% | -60.0% | -93.0% |
| All | -73.5% | +620.5% | -694.0% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OKTA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling