+130.0%
OKTA vs SARO
-22.5%
+152.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | +13.0% | -12.2% | +25.3% | +16.6% |
| 3M | +41.7% | -7.4% | +49.1% | +44.0% |
| 6M | +105.9% | -15.3% | +121.2% | +112.9% |
| YTD | +92.6% | -16.2% | +108.7% | +99.3% |
| 1Y | +81.1% | -12.1% | +93.2% | +84.3% |
| All | +130.0% | -22.5% | +152.5% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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