+15.6%
STM vs OKTA
+171.0%
-155.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.0% |
| 7D | +1.4% | -4.6% | +6.1% | +2.6% |
| 30D | -8.4% | -19.7% | +11.4% | -4.5% |
| 3M | -15.8% | +21.2% | -37.0% | -19.6% |
| 6M | -22.8% | +123.1% | -145.9% | -36.5% |
| YTD | +79.4% | +110.8% | -31.4% | +48.2% |
| 1Y | +97.0% | +113.0% | -16.0% | +62.2% |
| All | +15.6% | +171.0% | -155.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling