+350.4%
STX vs OKTA
+82.1%
+268.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.7% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | +5.1% | +13.8% | -8.7% | +4.8% |
| 3M | +5.8% | +48.9% | -43.1% | +5.0% |
| 6M | +124.9% | +114.9% | +10.0% | +123.5% |
| YTD | +213.9% | +97.9% | +116.0% | +214.2% |
| 1Y | +350.4% | +89.7% | +260.7% | +362.0% |
| All | +350.4% | +82.1% | +268.3% | +362.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling