-29.7%
OKTA vs STZ
-29.4%
-0.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +8.4% | +2.6% | +5.8% | +8.0% |
| 30D | -13.7% | +15.2% | -28.9% | -16.0% |
| 3M | +18.0% | +7.6% | +10.4% | +16.2% |
| 6M | +133.8% | +5.3% | +128.6% | +130.2% |
| YTD | +111.5% | +8.6% | +102.8% | +98.8% |
| 1Y | +118.3% | +15.6% | +102.8% | +99.3% |
| 3Y | +168.0% | -35.2% | +203.2% | +207.3% |
| All | -29.7% | -29.4% | -0.3% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling