+22.1%
STM vs OKTA
-36.4%
+58.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | -7.4% | +13.0% | -20.4% | -10.7% |
| 3M | -30.6% | +43.4% | -74.1% | -36.9% |
| 6M | +66.4% | +107.6% | -41.2% | +35.1% |
| YTD | +101.1% | +93.8% | +7.3% | +65.3% |
| 1Y | +97.4% | +80.8% | +16.5% | +65.0% |
| 3Y | +21.1% | +91.8% | -70.7% | -3.8% |
| All | +22.1% | -36.4% | +58.5% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling