+1,077.4%
STX vs OKTA
-34.4%
+1,111.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.5% |
| 7D | +9.6% | +5.9% | +3.7% | +8.6% |
| 30D | +10.6% | +14.6% | -4.0% | +7.6% |
| 3M | +4.8% | +44.0% | -39.2% | -2.0% |
| 6M | +137.3% | +116.7% | +20.5% | +104.2% |
| YTD | +222.5% | +99.8% | +122.7% | +179.9% |
| 1Y | +366.2% | +84.1% | +282.2% | +310.4% |
| 3Y | +1,352.9% | +97.7% | +1,255.2% | +1,122.7% |
| 5Y | +1,077.4% | -35.2% | +1,112.6% | +1,013.6% |
| All | +1,077.4% | -34.4% | +1,111.9% | +1,013.6% |
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