+84.1%
OKTA vs STLD
+80.8%
+3.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.9% | -2.8% | +8.7% | +5.9% |
| 30D | +14.6% | -10.4% | +25.0% | +14.4% |
| 3M | +44.0% | -10.6% | +54.6% | +45.0% |
| 6M | +116.7% | +32.7% | +84.0% | +108.0% |
| YTD | +99.8% | +42.8% | +57.0% | +87.5% |
| 1Y | +84.1% | +86.9% | -2.9% | +62.9% |
| All | +84.1% | +80.8% | +3.3% | +62.9% |
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