+116.7%
OKTA vs TRU
+1.2%
+115.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.4% |
| 7D | +5.9% | -6.5% | +12.4% | +9.2% |
| 30D | +14.6% | -2.5% | +17.1% | +15.5% |
| 3M | +44.0% | +10.4% | +33.6% | +32.5% |
| 6M | +116.7% | +1.6% | +115.1% | +112.1% |
| All | +116.7% | +1.2% | +115.5% | +112.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling