+627.8%
OKTA vs TROW
+120.4%
+507.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.8% |
| 7D | +0.4% | -3.0% | +3.4% | +2.1% |
| 30D | +13.8% | -5.5% | +19.3% | +17.5% |
| 3M | +48.9% | +2.3% | +46.6% | +46.3% |
| 6M | +114.9% | +23.9% | +91.0% | +89.0% |
| YTD | +97.9% | +7.9% | +90.0% | +87.7% |
| 1Y | +89.7% | +6.1% | +83.6% | +81.4% |
| 3Y | +95.8% | +13.8% | +82.0% | +75.8% |
| 5Y | -32.6% | -38.2% | +5.6% | -19.7% |
| All | +627.8% | +120.4% | +507.4% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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