+68.5%
STRL vs OKTA
+90.9%
-22.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | +2.6% | +0.8% | +3.3% |
| 30D | -9.2% | +16.0% | -25.3% | -9.8% |
| 3M | -51.0% | +38.2% | -89.2% | -51.4% |
| 6M | +15.8% | +137.8% | -122.0% | +11.4% |
| YTD | +58.9% | +97.3% | -38.4% | +58.3% |
| 1Y | +68.5% | +90.1% | -21.6% | +75.7% |
| All | +68.5% | +90.9% | -22.3% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling