-0.5%
JD vs OKTA
+670.0%
-670.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.1% | +8.4% | -12.5% | -5.9% |
| 30D | +4.6% | -13.7% | +18.3% | +7.0% |
| 3M | -4.7% | +18.0% | -22.8% | -10.7% |
| 6M | -17.4% | +133.8% | -151.2% | -36.2% |
| YTD | +0.7% | +111.5% | -110.8% | -21.6% |
| 1Y | -5.9% | +118.3% | -124.2% | -27.4% |
| 3Y | +18.9% | +168.0% | -149.1% | -18.0% |
| 5Y | -62.9% | -30.1% | -32.9% | -64.9% |
| All | -0.5% | +670.0% | -670.5% | -48.4% |
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