-12.7%
JBLU vs OKTA
+114.8%
-127.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +11.9% |
| 7D | +24.9% | -14.2% | +39.1% | +26.4% |
| 30D | -12.3% | -12.5% | +0.2% | -11.4% |
| 3M | -44.5% | +29.2% | -73.7% | -45.3% |
| 6M | -25.7% | +147.3% | -173.0% | -31.7% |
| YTD | -21.8% | +120.9% | -142.7% | -27.4% |
| 1Y | -12.7% | +119.7% | -132.4% | -18.4% |
| All | -12.7% | +114.8% | -127.5% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling