+273.1%
TRV vs OKTA
+620.5%
-347.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | -2.1% | +13.8% | -16.0% | -2.8% |
| 3M | +21.2% | +48.9% | -27.7% | +18.8% |
| 6M | +22.0% | +114.9% | -92.9% | +17.1% |
| YTD | +27.7% | +97.9% | -70.2% | +22.9% |
| 1Y | +36.6% | +89.7% | -53.1% | +31.6% |
| 3Y | +141.1% | +95.8% | +45.2% | +130.0% |
| 5Y | +157.6% | -32.6% | +190.3% | +159.1% |
| All | +273.1% | +620.5% | -347.3% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling