+451.1%
SNPS vs OKTA
+618.3%
-167.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | +2.6% | -13.6% | -11.8% |
| 30D | -1.7% | +16.0% | -17.8% | -7.0% |
| 3M | -20.4% | +38.2% | -58.5% | -29.4% |
| 6M | -8.6% | +137.8% | -146.4% | -34.6% |
| YTD | -16.2% | +97.3% | -113.4% | -36.2% |
| 1Y | -34.6% | +90.1% | -124.7% | -49.2% |
| 3Y | -14.5% | +98.0% | -112.5% | -37.2% |
| 5Y | +17.0% | -36.9% | +53.9% | +13.6% |
| All | +451.1% | +618.3% | -167.2% | +195.0% |
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 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