-33.3%
OKTA vs SAN
+385.2%
-418.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -4.9% | -3.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +13.0% | +0.9% | +12.1% | +12.5% |
| 3M | +41.7% | +19.1% | +22.6% | +33.0% |
| 6M | +105.9% | +33.2% | +72.7% | +84.7% |
| YTD | +92.6% | +29.1% | +63.4% | +73.3% |
| 1Y | +81.1% | +50.2% | +30.8% | +53.4% |
| 3Y | +84.8% | +351.0% | -266.2% | +0.2% |
| All | -33.3% | +385.2% | -418.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling