+627.8%
OKTA vs STZ
-15.8%
+643.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | +0.4% | -4.1% | +4.5% | +1.4% |
| 30D | +13.8% | -7.6% | +21.4% | +15.8% |
| 3M | +48.9% | -12.3% | +61.2% | +53.0% |
| 6M | +114.9% | -16.3% | +131.2% | +121.4% |
| YTD | +97.9% | -8.4% | +106.2% | +95.6% |
| 1Y | +89.7% | -10.8% | +100.5% | +88.8% |
| 3Y | +95.8% | -49.0% | +144.8% | +132.4% |
| 5Y | -32.6% | -36.5% | +3.8% | -25.6% |
| All | +627.8% | -15.8% | +643.6% | +767.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling