+625.6%
OKTA vs STZ
-12.8%
+638.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.6% | -1.9% | +4.5% | +3.1% |
| 30D | +16.0% | -1.9% | +17.9% | +16.3% |
| 3M | +38.2% | -6.2% | +44.4% | +39.5% |
| 6M | +137.8% | -14.0% | +151.8% | +143.3% |
| YTD | +97.3% | -5.1% | +102.4% | +93.4% |
| 1Y | +90.1% | -9.6% | +99.7% | +89.1% |
| 3Y | +98.0% | -47.2% | +145.2% | +133.1% |
| 5Y | -36.9% | -33.6% | -3.3% | -31.1% |
| All | +625.6% | -12.8% | +638.5% | +757.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling