+91.8%
OKTA vs STT
+195.2%
-103.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.9% | +1.0% | +4.9% | +5.4% |
| 30D | +14.6% | +2.8% | +11.8% | +13.0% |
| 3M | +44.0% | +18.1% | +25.9% | +33.0% |
| 6M | +116.7% | +59.2% | +57.5% | +72.8% |
| YTD | +99.8% | +51.5% | +48.3% | +63.2% |
| 1Y | +84.1% | +75.7% | +8.4% | +40.1% |
| All | +91.8% | +195.2% | -103.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling