+634.8%
OKTA vs TRU
+109.5%
+525.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.5% |
| 7D | +5.9% | -6.5% | +12.4% | +9.4% |
| 30D | +14.6% | -2.5% | +17.1% | +15.7% |
| 3M | +44.0% | +10.4% | +33.6% | +35.2% |
| 6M | +116.7% | +1.6% | +115.1% | +112.2% |
| YTD | +99.8% | -9.7% | +109.5% | +106.4% |
| 1Y | +84.1% | -17.3% | +101.3% | +96.9% |
| 3Y | +97.7% | -1.8% | +99.5% | +79.3% |
| 5Y | -35.2% | -36.2% | +1.1% | -25.3% |
| All | +634.8% | +109.5% | +525.3% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling