-36.4%
OKTA vs STLD
+291.8%
-328.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | +0.7% | +2.7% | -2.0% | -0.1% |
| 30D | +13.0% | -8.4% | +21.4% | +15.5% |
| 3M | +43.4% | -9.9% | +53.3% | +46.4% |
| 6M | +107.6% | +33.0% | +74.6% | +87.7% |
| YTD | +93.8% | +42.6% | +51.2% | +70.0% |
| 1Y | +80.8% | +80.8% | +0.1% | +46.4% |
| 3Y | +91.8% | +143.4% | -51.6% | +36.8% |
| 5Y | -36.4% | +293.4% | -329.8% | -62.7% |
| All | -36.4% | +291.8% | -328.2% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling