+57.4%
JNJ vs OKTA
+90.9%
-33.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | +2.7% | +2.6% | +0.1% | +2.9% |
| 30D | +7.4% | +16.0% | -8.6% | +8.7% |
| 3M | +21.2% | +38.2% | -16.9% | +24.3% |
| 6M | +13.4% | +137.8% | -124.4% | +21.4% |
| YTD | +35.1% | +97.3% | -62.2% | +44.8% |
| 1Y | +57.4% | +90.1% | -32.7% | +68.6% |
| All | +57.4% | +90.9% | -33.4% | +68.6% |
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