+114.4%
JCI vs OKTA
-34.5%
+148.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +1.7% | +41.7% | -40.0% | -3.0% |
| 6M | +8.8% | +105.9% | -97.1% | -2.3% |
| YTD | +22.6% | +92.6% | -69.9% | +10.7% |
| 1Y | +36.2% | +81.1% | -44.8% | +23.9% |
| 3Y | +168.0% | +84.8% | +83.2% | +137.6% |
| All | +114.4% | -34.5% | +148.8% | +116.3% |
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 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