+84.8%
OKTA vs TRU
-1.3%
+86.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | +13.0% | -2.0% | +15.1% | +13.6% |
| 3M | +41.7% | +18.4% | +23.3% | +32.0% |
| 6M | +105.9% | +8.9% | +97.1% | +98.2% |
| YTD | +92.6% | -8.9% | +101.5% | +95.5% |
| 1Y | +81.1% | -15.9% | +96.9% | +87.9% |
| 3Y | +84.8% | -1.1% | +85.9% | +83.4% |
| All | +84.8% | -1.3% | +86.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling