-33.3%
OKTA vs STLA
-62.8%
+29.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -3.3% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | +13.0% | +0.9% | +12.1% | +12.7% |
| 3M | +41.7% | -21.6% | +63.3% | +50.9% |
| 6M | +105.9% | -21.6% | +127.6% | +116.5% |
| YTD | +92.6% | -50.4% | +143.0% | +128.6% |
| 1Y | +81.1% | -43.6% | +124.6% | +102.7% |
| 3Y | +84.8% | -66.4% | +151.2% | +135.6% |
| All | -33.3% | -62.8% | +29.6% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling