+228.3%
STM vs OKTA
+670.0%
-441.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +8.4% | +3.6% | +9.8% |
| 30D | -0.4% | -13.7% | +13.3% | +3.3% |
| 3M | -13.2% | +18.0% | -31.2% | -18.2% |
| 6M | -26.1% | +133.8% | -159.9% | -43.2% |
| YTD | +81.2% | +111.5% | -30.3% | +40.8% |
| 1Y | +98.3% | +118.3% | -20.0% | +52.8% |
| 3Y | +16.7% | +168.0% | -151.3% | -18.4% |
| 5Y | -4.8% | -30.1% | +25.2% | -10.8% |
| All | +228.3% | +670.0% | -441.7% | +56.2% |
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