-92.7%
SNAP vs OKTA
-36.4%
-56.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | 0.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | +1.9% | +13.0% | -11.1% | -5.4% |
| 3M | -3.9% | +43.4% | -47.3% | -19.9% |
| 6M | +5.2% | +107.6% | -102.4% | -29.4% |
| YTD | -32.7% | +93.8% | -126.5% | -53.8% |
| 1Y | -24.8% | +80.8% | -105.6% | -46.6% |
| 3Y | -42.2% | +91.8% | -134.0% | -63.7% |
| All | -92.7% | -36.4% | -56.3% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling