+30.5%
SNOW vs OKTA
-11.1%
+41.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.8% |
| 7D | +8.4% | +5.9% | +2.5% | +5.3% |
| 30D | -1.0% | +14.6% | -15.5% | -10.0% |
| 3M | +38.3% | +44.0% | -5.7% | +9.8% |
| 6M | +81.3% | +116.7% | -35.4% | +12.9% |
| YTD | +51.1% | +99.8% | -48.7% | -1.6% |
| 1Y | +47.0% | +84.1% | -37.1% | -0.1% |
| 3Y | +99.7% | +97.7% | +2.1% | +15.7% |
| 5Y | +3.6% | -35.2% | +38.8% | +12.3% |
| All | +30.5% | -11.1% | +41.6% | +23.6% |
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