+539.9%
STRL vs OKTA
+91.3%
+448.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.5% |
| 7D | +10.1% | +0.7% | +9.4% | +9.9% |
| 30D | -8.2% | +13.0% | -21.2% | -10.8% |
| 3M | -43.7% | +43.4% | -87.1% | -48.1% |
| 6M | +27.1% | +107.6% | -80.5% | +4.8% |
| YTD | +64.0% | +93.8% | -29.8% | +36.5% |
| 1Y | +75.2% | +80.8% | -5.7% | +49.5% |
| 3Y | +539.9% | +91.8% | +448.1% | +441.7% |
| All | +539.9% | +91.3% | +448.6% | +441.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling