+333.8%
JCI vs OKTA
+627.3%
-293.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.3% |
| 7D | +4.1% | +5.9% | -1.8% | +3.5% |
| 30D | -3.8% | +14.6% | -18.4% | -5.5% |
| 3M | -1.6% | +44.0% | -45.6% | -5.7% |
| 6M | +9.5% | +116.7% | -107.2% | -0.5% |
| YTD | +21.7% | +99.8% | -78.0% | +11.1% |
| 1Y | +37.1% | +84.1% | -46.9% | +26.3% |
| 3Y | +165.2% | +97.7% | +67.5% | +138.2% |
| 5Y | +110.3% | -35.2% | +145.5% | +100.7% |
| All | +333.8% | +627.3% | -293.6% | +214.7% |
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