+612.9%
OKTA vs STT
+221.1%
+391.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | +0.7% | +2.2% | -1.5% | 0.0% |
| 30D | +13.0% | +3.9% | +9.1% | +11.6% |
| 3M | +43.4% | +19.2% | +24.3% | +35.8% |
| 6M | +107.6% | +60.4% | +47.2% | +79.1% |
| YTD | +93.8% | +51.5% | +42.4% | +70.2% |
| 1Y | +80.8% | +76.3% | +4.5% | +51.7% |
| 3Y | +91.8% | +200.7% | -108.9% | +36.7% |
| 5Y | -36.4% | +157.5% | -193.9% | -53.8% |
| All | +612.9% | +221.1% | +391.8% | +364.6% |
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