+337.0%
JCI vs OKTA
+601.1%
-264.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.5% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | -4.4% | +13.0% | -17.5% | -6.0% |
| 3M | +1.7% | +41.7% | -40.0% | -2.4% |
| 6M | +8.8% | +105.9% | -97.1% | -0.7% |
| YTD | +22.6% | +92.6% | -69.9% | +12.4% |
| 1Y | +36.2% | +81.1% | -44.8% | +25.6% |
| 3Y | +168.0% | +84.8% | +83.2% | +142.4% |
| 5Y | +113.5% | -34.4% | +147.9% | +103.7% |
| All | +337.0% | +601.1% | -264.0% | +218.1% |
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