+86.1%
OKTA vs STLA
-41.5%
+127.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.4% | -3.8% | +4.2% | +0.6% |
| 30D | +13.8% | -3.1% | +16.9% | +13.8% |
| 3M | +48.9% | -19.6% | +68.5% | +48.7% |
| 6M | +114.9% | -23.5% | +138.4% | +112.7% |
| YTD | +97.9% | -51.5% | +149.4% | +100.6% |
| All | +86.1% | -41.5% | +127.5% | +79.1% |
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