+627.8%
OKTA vs STLA
-3.2%
+631.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.4% | -3.8% | +4.2% | +1.3% |
| 30D | +13.8% | -3.1% | +16.9% | +14.7% |
| 3M | +48.9% | -19.6% | +68.5% | +56.0% |
| 6M | +114.9% | -23.5% | +138.4% | +125.6% |
| YTD | +97.9% | -51.5% | +149.4% | +128.2% |
| 1Y | +89.7% | -39.7% | +129.3% | +104.8% |
| 3Y | +95.8% | -66.3% | +162.1% | +137.1% |
| 5Y | -32.6% | -63.1% | +30.5% | -22.7% |
| All | +627.8% | -3.2% | +631.0% | +617.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling