-74.5%
SNAP vs OKTA
+627.3%
-701.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -3.4% |
| 7D | -5.0% | +5.9% | -10.9% | -7.2% |
| 30D | -0.7% | +14.6% | -15.3% | -8.4% |
| 3M | -5.0% | +44.0% | -49.0% | -20.6% |
| 6M | +3.5% | +116.7% | -113.2% | -30.6% |
| YTD | -34.2% | +99.8% | -134.0% | -54.7% |
| 1Y | -27.1% | +84.1% | -111.1% | -47.9% |
| 3Y | -43.5% | +97.7% | -141.1% | -63.8% |
| 5Y | -92.9% | -35.2% | -57.7% | -93.2% |
| All | -74.5% | +627.3% | -701.8% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling