-9.7%
JD vs OKTA
+114.8%
-124.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +3.1% |
| 7D | +9.0% | -14.2% | +23.2% | +8.6% |
| 30D | +5.2% | -12.5% | +17.7% | +5.0% |
| 3M | -15.9% | +29.2% | -45.1% | -15.2% |
| 6M | -7.7% | +147.3% | -155.0% | -6.4% |
| YTD | +0.1% | +120.9% | -120.9% | +3.7% |
| 1Y | -9.7% | +119.7% | -129.4% | -6.3% |
| All | -9.7% | +114.8% | -124.5% | -6.3% |
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 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