+1,532.0%
STX vs OKTA
+670.0%
+862.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +14.6% | +8.4% | +6.2% | +13.1% |
| 30D | -26.0% | -13.7% | -12.3% | -23.8% |
| 3M | -42.6% | +18.0% | -60.6% | -44.4% |
| 6M | -35.3% | +133.8% | -169.1% | -44.9% |
| YTD | +92.5% | +111.5% | -19.0% | +64.8% |
| 1Y | +102.4% | +118.3% | -15.9% | +72.2% |
| 3Y | +673.8% | +168.0% | +505.8% | +515.5% |
| 5Y | +463.1% | -30.1% | +493.1% | +429.5% |
| All | +1,532.0% | +670.0% | +862.0% | +868.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling