+118.3%
OKTA vs STLD
+46.8%
+71.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | +8.4% | +2.9% | +5.5% | +8.2% |
| 30D | -13.7% | -5.6% | -8.2% | -13.5% |
| 3M | +18.0% | -11.7% | +29.7% | +17.6% |
| 6M | +133.8% | -2.8% | +136.6% | +133.7% |
| YTD | +111.5% | +36.4% | +75.0% | +107.3% |
| 1Y | +118.3% | +50.0% | +68.3% | +101.0% |
| All | +118.3% | +46.8% | +71.6% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling