+0.8%
JD vs OKTA
+618.3%
-617.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | -13.2% | +16.0% | -29.2% | -17.2% |
| 3M | -3.2% | +38.2% | -41.3% | -12.0% |
| 6M | +15.2% | +137.8% | -122.6% | -11.4% |
| YTD | +2.0% | +97.3% | -95.3% | -18.1% |
| 1Y | -5.4% | +90.1% | -95.5% | -23.4% |
| 3Y | -9.1% | +98.0% | -107.1% | -31.1% |
| 5Y | -59.6% | -36.9% | -22.7% | -60.3% |
| All | +0.8% | +618.3% | -617.6% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling