-35.2%
OKTA vs STZ
-38.0%
+2.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +5.9% | -6.0% | +11.9% | +7.1% |
| 30D | +14.6% | -8.9% | +23.4% | +16.4% |
| 3M | +44.0% | -12.6% | +56.5% | +47.2% |
| 6M | +116.7% | -17.2% | +133.9% | +122.2% |
| YTD | +99.8% | -10.0% | +109.8% | +94.8% |
| 1Y | +84.1% | -14.3% | +98.4% | +82.9% |
| 3Y | +97.7% | -49.9% | +147.6% | +146.3% |
| 5Y | -35.2% | -38.2% | +3.1% | -29.5% |
| All | -35.2% | -38.0% | +2.8% | -29.5% |
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