-3.5%
JD vs OKTA
+601.1%
-604.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.8% |
| 7D | -4.2% | -2.4% | -1.8% | -3.8% |
| 30D | -14.4% | +13.0% | -27.4% | -17.9% |
| 3M | -3.6% | +41.7% | -45.3% | -12.9% |
| 6M | -0.3% | +105.9% | -106.2% | -20.4% |
| YTD | -2.4% | +92.6% | -94.9% | -21.2% |
| 1Y | -18.5% | +81.1% | -99.6% | -33.3% |
| 3Y | -7.0% | +84.8% | -91.9% | -28.3% |
| 5Y | -61.7% | -34.4% | -27.3% | -62.9% |
| All | -3.5% | +601.1% | -604.6% | -48.1% |
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