+5,655.0%
STRL vs OKTA
+601.1%
+5,053.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +5.8% |
| 7D | +5.0% | -2.4% | +7.4% | +5.4% |
| 30D | -6.9% | +13.0% | -19.9% | -9.0% |
| 3M | -39.1% | +41.7% | -80.8% | -42.5% |
| 6M | +21.5% | +105.9% | -84.4% | +6.7% |
| YTD | +66.9% | +92.6% | -25.7% | +47.2% |
| 1Y | +61.6% | +81.1% | -19.4% | +44.2% |
| 3Y | +560.0% | +84.8% | +475.2% | +479.2% |
| 5Y | +2,238.9% | -34.4% | +2,273.3% | +2,105.8% |
| All | +5,655.0% | +601.1% | +5,053.9% | +3,649.2% |
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 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