+266.3%
STM vs OKTA
+618.3%
-352.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +5.8% | +2.6% | +3.2% | +5.0% |
| 30D | -1.0% | +16.0% | -17.0% | -5.7% |
| 3M | -33.3% | +38.2% | -71.4% | -39.4% |
| 6M | +57.4% | +137.8% | -80.4% | +19.5% |
| YTD | +102.2% | +97.3% | +4.9% | +61.2% |
| 1Y | +99.6% | +90.1% | +9.5% | +60.6% |
| 3Y | +14.5% | +98.0% | -83.5% | -12.8% |
| 5Y | +21.4% | -36.9% | +58.3% | +17.5% |
| All | +266.3% | +618.3% | -352.0% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling