+168.0%
OKTA vs STLA
-77.1%
+245.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +8.4% | -13.8% | +22.2% | +10.2% |
| 30D | -13.7% | -10.5% | -3.2% | -12.8% |
| 3M | +18.0% | -28.9% | +46.9% | +22.7% |
| 6M | +133.8% | -49.7% | +183.6% | +152.7% |
| YTD | +111.5% | -64.9% | +176.4% | +139.6% |
| 1Y | +118.3% | -64.0% | +182.4% | +145.5% |
| 3Y | +168.0% | -77.4% | +245.5% | +189.2% |
| All | +168.0% | -77.1% | +245.1% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling