+282.2%
TRV vs OKTA
+601.1%
-318.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.2% |
| 7D | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | +1.7% | +13.0% | -11.3% | +1.0% |
| 3M | +23.9% | +41.7% | -17.8% | +21.7% |
| 6M | +26.3% | +105.9% | -79.7% | +21.4% |
| YTD | +30.8% | +92.6% | -61.7% | +26.0% |
| 1Y | +36.3% | +81.1% | -44.7% | +31.6% |
| 3Y | +145.0% | +84.8% | +60.2% | +134.4% |
| 5Y | +163.9% | -34.4% | +198.3% | +165.6% |
| All | +282.2% | +601.1% | -318.9% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 10y: compounded portfolio wealth divided by compounded OKTA 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…
10y analysis · Full analysis span regression · 6 months rolling