-70.7%
JBLU vs OKTA
-34.5%
-36.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -5.0% | -2.4% | -2.6% | -4.5% |
| 30D | -23.9% | +13.0% | -36.9% | -26.7% |
| 3M | -11.6% | +41.7% | -53.3% | -19.7% |
| 6M | -0.2% | +105.9% | -106.2% | -18.9% |
| YTD | -3.3% | +92.6% | -95.8% | -20.8% |
| 1Y | -15.4% | +81.1% | -96.4% | -29.6% |
| 3Y | -14.7% | +84.8% | -99.6% | -32.1% |
| All | -70.7% | -34.5% | -36.3% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling