+676.4%
OKTA vs STT
+192.2%
+484.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +6.6% | +5.1% | +1.5% | +5.0% |
| 30D | -19.4% | -0.2% | -19.2% | -19.1% |
| 3M | +23.9% | -8.1% | +32.1% | +27.2% |
| 6M | +130.9% | +16.6% | +114.2% | +120.3% |
| YTD | +111.1% | +37.8% | +73.3% | +90.9% |
| 1Y | +115.5% | +46.8% | +68.7% | +91.2% |
| 3Y | +169.4% | +181.2% | -11.8% | +96.1% |
| 5Y | -30.2% | +105.1% | -135.3% | -46.6% |
| All | +676.4% | +192.2% | +484.2% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling