+2,462.4%
STX vs OKTA
+601.1%
+1,861.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.3% |
| 7D | -2.3% | -2.4% | +0.2% | -1.9% |
| 30D | -5.5% | +13.0% | -18.5% | -8.0% |
| 3M | -4.3% | +41.7% | -46.0% | -10.7% |
| 6M | +115.6% | +105.9% | +9.7% | +85.8% |
| YTD | +202.2% | +92.6% | +109.6% | +162.0% |
| 1Y | +325.3% | +81.1% | +244.2% | +272.5% |
| 3Y | +1,283.9% | +84.8% | +1,199.1% | +1,069.6% |
| 5Y | +1,048.3% | -34.4% | +1,082.8% | +985.8% |
| All | +2,462.4% | +601.1% | +1,861.4% | +1,440.3% |
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