+90.0%
OKTA vs STLA
-66.9%
+156.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.4% | -3.8% | +4.2% | +1.0% |
| 30D | +13.8% | -3.1% | +16.9% | +14.3% |
| 3M | +48.9% | -19.6% | +68.5% | +53.0% |
| 6M | +114.9% | -23.5% | +138.4% | +120.5% |
| YTD | +97.9% | -51.5% | +149.4% | +117.2% |
| 1Y | +89.7% | -39.7% | +129.3% | +96.9% |
| All | +90.0% | -66.9% | +156.8% | +98.3% |
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 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