-35.2%
OKTA vs STT
+158.4%
-193.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.9% |
| 3M | +44.0% | +18.1% | +25.9% | +32.1% |
| 6M | +116.7% | +59.2% | +57.5% | +70.1% |
| YTD | +99.8% | +51.5% | +48.3% | +60.7% |
| 1Y | +84.1% | +75.7% | +8.4% | +37.2% |
| 3Y | +97.7% | +200.8% | -103.1% | +8.7% |
| 5Y | -35.2% | +155.8% | -191.0% | -63.2% |
| All | -35.2% | +158.4% | -193.6% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling