+677.8%
OKTA vs STLD
+711.5%
-33.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | +8.4% | +2.9% | +5.5% | +7.8% |
| 30D | -13.7% | -5.6% | -8.2% | -12.6% |
| 3M | +18.0% | -11.7% | +29.7% | +20.8% |
| 6M | +133.8% | -2.8% | +136.6% | +133.3% |
| YTD | +111.5% | +36.4% | +75.0% | +94.9% |
| 1Y | +118.3% | +50.0% | +68.3% | +97.1% |
| 3Y | +168.0% | +122.3% | +45.7% | +119.5% |
| 5Y | -30.1% | +273.2% | -303.3% | -48.3% |
| All | +677.8% | +711.5% | -33.6% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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