+336.3%
STRL vs OKTA
+165.2%
+171.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -19.8% | -6.0% | -13.9% | -18.7% |
| 30D | -43.6% | -23.2% | -20.4% | -40.9% |
| 3M | -45.2% | +18.3% | -63.5% | -47.2% |
| 6M | -65.7% | +112.6% | -178.3% | -71.5% |
| YTD | -5.4% | +106.3% | -111.7% | -22.1% |
| 1Y | -24.7% | +108.0% | -132.7% | -38.1% |
| All | +336.3% | +165.2% | +171.1% | +242.4% |
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