+3,296.4%
STRL vs OKTA
+668.6%
+2,627.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +23.4% | +6.6% | +16.8% | +22.4% |
| 30D | -39.5% | -19.4% | -20.1% | -37.6% |
| 3M | -45.1% | +23.9% | -69.0% | -47.1% |
| 6M | -64.6% | +130.9% | -195.5% | -69.2% |
| YTD | -1.5% | +111.1% | -112.6% | -14.4% |
| 1Y | -20.8% | +115.5% | -136.3% | -31.3% |
| 3Y | +353.1% | +169.4% | +183.8% | +279.3% |
| 5Y | +942.9% | -30.2% | +973.1% | +873.4% |
| All | +3,296.4% | +668.6% | +2,627.8% | +2,081.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling