+456.1%
SNPS vs OKTA
+601.1%
-145.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.6% |
| 30D | -3.6% | +13.0% | -16.7% | -8.0% |
| 3M | -12.9% | +41.7% | -54.6% | -23.4% |
| 6M | -8.2% | +105.9% | -114.2% | -31.0% |
| YTD | -15.4% | +92.6% | -108.0% | -35.2% |
| 1Y | -9.3% | +81.1% | -90.4% | -29.0% |
| 3Y | -14.0% | +84.8% | -98.8% | -35.4% |
| 5Y | +19.5% | -34.4% | +54.0% | +14.6% |
| All | +456.1% | +601.1% | -145.0% | +199.9% |
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