-14.9%
SNPS vs OKTA
+97.4%
-112.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.7% |
| 7D | -5.5% | +5.9% | -11.3% | -7.2% |
| 30D | -4.5% | +14.6% | -19.1% | -9.2% |
| 3M | -15.5% | +44.0% | -59.5% | -25.9% |
| 6M | -10.1% | +116.7% | -126.8% | -34.0% |
| YTD | -16.3% | +99.8% | -116.1% | -36.9% |
| 1Y | -34.9% | +84.1% | -119.0% | -49.0% |
| All | -14.9% | +97.4% | -112.2% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling