+18.6%
JD vs OKTA
+171.0%
-152.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.7% |
| 7D | +0.4% | -4.6% | +5.0% | +0.6% |
| 30D | +4.2% | -19.7% | +24.0% | +5.5% |
| 3M | -12.8% | +21.2% | -34.0% | -14.5% |
| 6M | -8.8% | +123.1% | -131.9% | -16.9% |
| YTD | +0.5% | +110.8% | -110.3% | -8.1% |
| 1Y | -8.8% | +113.0% | -121.7% | -16.8% |
| All | +18.6% | +171.0% | -152.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling