+98.3%
STM vs OKTA
+117.7%
-19.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +12.0% | +8.4% | +3.6% | +10.8% |
| 30D | -0.4% | -13.7% | +13.3% | +1.4% |
| 3M | -13.2% | +18.0% | -31.2% | -14.5% |
| 6M | -26.1% | +133.8% | -159.9% | -32.4% |
| YTD | +81.2% | +111.5% | -30.3% | +74.0% |
| 1Y | +98.3% | +118.3% | -20.0% | +81.4% |
| All | +98.3% | +117.7% | -19.4% | +81.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling