+90.1%
OKTA vs STLA
-38.0%
+128.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.6% | +2.6% | 0.0% | +2.5% |
| 30D | +16.0% | -1.2% | +17.3% | +15.8% |
| 3M | +38.2% | -24.8% | +62.9% | +37.7% |
| 6M | +137.8% | -25.6% | +163.4% | +135.3% |
| YTD | +97.3% | -48.9% | +146.2% | +101.0% |
| 1Y | +90.1% | -38.8% | +128.9% | +79.9% |
| All | +90.1% | -38.0% | +128.1% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling