+255.8%
STM vs OKTA
+620.5%
-364.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -7.8% | +13.8% | -21.6% | -11.8% |
| 3M | -28.2% | +48.9% | -77.1% | -36.1% |
| 6M | +52.0% | +114.9% | -63.0% | +19.0% |
| YTD | +96.4% | +97.9% | -1.5% | +56.4% |
| 1Y | +98.8% | +89.7% | +9.1% | +60.1% |
| 3Y | +18.3% | +95.8% | -77.6% | -9.7% |
| 5Y | +17.7% | -32.6% | +50.3% | +11.8% |
| All | +255.8% | +620.5% | -364.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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