-73.7%
SNAP vs OKTA
+618.3%
-692.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | +2.6% | -1.9% | -0.3% |
| 30D | +2.6% | +16.0% | -13.4% | -5.7% |
| 3M | -9.9% | +38.2% | -48.0% | -23.3% |
| 6M | +1.9% | +137.8% | -135.9% | -34.7% |
| YTD | -32.2% | +97.3% | -129.5% | -53.1% |
| 1Y | -22.8% | +90.1% | -113.0% | -45.7% |
| 3Y | -47.6% | +98.0% | -145.6% | -66.5% |
| 5Y | -92.7% | -36.9% | -55.8% | -92.9% |
| All | -73.7% | +618.3% | -692.0% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling