+29.6%
SNOW vs OKTA
-14.3%
+43.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.2% |
| 7D | -2.4% | -2.4% | 0.0% | -1.2% |
| 30D | -1.0% | +13.0% | -14.0% | -9.4% |
| 3M | +36.9% | +41.7% | -4.8% | +9.6% |
| 6M | +83.4% | +105.9% | -22.6% | +17.4% |
| YTD | +50.0% | +92.6% | -42.6% | -0.5% |
| 1Y | +46.5% | +81.1% | -34.5% | +0.5% |
| 3Y | +93.3% | +84.8% | +8.5% | +16.4% |
| 5Y | +3.3% | -34.4% | +37.7% | +11.4% |
| All | +29.6% | -14.3% | +43.9% | +25.0% |
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