-5.9%
JD vs OKTA
+117.7%
-123.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.1% | +8.4% | -12.5% | -3.8% |
| 30D | +4.6% | -13.7% | +18.3% | +4.4% |
| 3M | -4.7% | +18.0% | -22.8% | -4.1% |
| 6M | -17.4% | +133.8% | -151.2% | -15.9% |
| YTD | +0.7% | +111.5% | -110.8% | +4.5% |
| 1Y | -5.9% | +118.3% | -124.2% | -2.1% |
| All | -5.9% | +117.7% | -123.6% | -2.1% |
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 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