+625.6%
OKTA vs STLD
+754.1%
-128.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.6% | +3.1% | -0.5% | +1.9% |
| 30D | +16.0% | -9.0% | +25.0% | +18.1% |
| 3M | +38.2% | -12.4% | +50.5% | +41.1% |
| 6M | +137.8% | +25.5% | +112.3% | +124.2% |
| YTD | +97.3% | +43.6% | +53.7% | +80.0% |
| 1Y | +90.1% | +87.2% | +2.9% | +63.4% |
| 3Y | +98.0% | +135.2% | -37.2% | +60.2% |
| 5Y | -36.9% | +290.9% | -327.8% | -53.8% |
| All | +625.6% | +754.1% | -128.4% | +335.2% |
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