-60.6%
JD vs OKTA
-36.4%
-24.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -16.0% | +13.0% | -29.0% | -18.6% |
| 3M | -3.2% | +43.4% | -46.6% | -10.9% |
| 6M | +6.1% | +107.6% | -101.6% | -11.7% |
| YTD | -0.1% | +93.8% | -93.9% | -16.0% |
| 1Y | -12.7% | +80.8% | -93.6% | -25.5% |
| 3Y | -6.3% | +91.8% | -98.1% | -24.6% |
| All | -60.6% | -36.4% | -24.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling