+658.7%
OKTA vs STLD
+735.1%
-76.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | -0.3% |
| 7D | -6.0% | -4.7% | -1.3% | -5.0% |
| 30D | -23.2% | -0.9% | -22.2% | -23.0% |
| 3M | +18.3% | -11.9% | +30.2% | +21.2% |
| 6M | +112.6% | +0.9% | +111.7% | +110.5% |
| YTD | +106.3% | +40.4% | +65.8% | +89.0% |
| 1Y | +108.0% | +56.6% | +51.5% | +86.1% |
| 3Y | +163.2% | +125.5% | +37.7% | +114.9% |
| 5Y | -30.9% | +292.8% | -323.7% | -49.3% |
| All | +658.7% | +735.1% | -76.5% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling