-33.3%
OKTA vs TRU
-35.6%
+2.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.0% |
| 30D | +13.0% | -2.0% | +15.1% | +13.9% |
| 3M | +41.7% | +18.4% | +23.3% | +28.0% |
| 6M | +105.9% | +8.9% | +97.1% | +94.7% |
| YTD | +92.6% | -8.9% | +101.5% | +97.8% |
| 1Y | +81.1% | -15.9% | +96.9% | +92.1% |
| 3Y | +84.8% | -1.1% | +85.9% | +69.4% |
| All | -33.3% | -35.6% | +2.3% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling