+2,125.4%
STRL vs OKTA
-34.4%
+2,159.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.9% |
| 7D | +8.2% | +5.9% | +2.3% | +7.1% |
| 30D | -6.3% | +14.6% | -20.9% | -9.0% |
| 3M | -41.2% | +44.0% | -85.2% | -45.3% |
| 6M | +20.4% | +116.7% | -96.3% | +1.8% |
| YTD | +61.7% | +99.8% | -38.1% | +38.0% |
| 1Y | +72.7% | +84.1% | -11.3% | +50.1% |
| 3Y | +530.9% | +97.7% | +433.2% | +432.5% |
| 5Y | +2,125.4% | -35.2% | +2,160.6% | +1,999.9% |
| All | +2,125.4% | -34.4% | +2,159.8% | +1,999.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling