+634.8%
OKTA vs TRGP
+614.6%
+20.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +5.9% | -0.7% | +6.6% | +6.0% |
| 30D | +14.6% | +9.5% | +5.1% | +12.7% |
| 3M | +44.0% | +10.8% | +33.2% | +41.1% |
| 6M | +116.7% | +25.3% | +91.4% | +107.4% |
| YTD | +99.8% | +60.3% | +39.5% | +82.8% |
| 1Y | +84.1% | +84.6% | -0.5% | +63.8% |
| 3Y | +97.7% | +264.4% | -166.7% | +56.0% |
| 5Y | -35.2% | +636.6% | -671.7% | -53.5% |
| All | +634.8% | +614.6% | +20.1% | +396.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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