+77.8%
JNJ vs OKTA
+90.2%
-12.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.4% |
| 7D | -3.5% | -2.4% | -1.1% | -3.6% |
| 30D | +2.3% | +13.0% | -10.7% | +2.9% |
| 3M | +12.0% | +41.7% | -29.7% | +13.6% |
| 6M | +10.5% | +105.9% | -95.5% | +13.7% |
| YTD | +30.4% | +92.6% | -62.2% | +34.3% |
| 1Y | +52.1% | +81.1% | -28.9% | +56.6% |
| 3Y | +77.8% | +84.8% | -7.0% | +80.8% |
| All | +77.8% | +90.2% | -12.4% | +80.8% |
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