+225.0%
STM vs OKTA
+667.4%
-442.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.9% |
| 7D | +1.4% | -4.6% | +6.1% | +2.9% |
| 30D | -8.4% | -19.7% | +11.4% | -3.2% |
| 3M | -15.8% | +21.2% | -37.0% | -21.3% |
| 6M | -22.8% | +123.1% | -145.9% | -39.9% |
| YTD | +79.4% | +110.8% | -31.4% | +39.5% |
| 1Y | +97.0% | +113.0% | -16.0% | +52.8% |
| 3Y | +14.2% | +168.9% | -154.7% | -20.2% |
| 5Y | -4.5% | -28.7% | +24.2% | -11.0% |
| All | +225.0% | +667.4% | -442.4% | +54.8% |
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