+176.9%
JNJ vs OKTA
+627.3%
-450.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -0.8% |
| 7D | -3.0% | +5.9% | -8.8% | -3.0% |
| 30D | +2.5% | +14.6% | -12.1% | +2.3% |
| 3M | +13.2% | +44.0% | -30.8% | +12.5% |
| 6M | +11.3% | +116.7% | -105.4% | +9.4% |
| YTD | +31.1% | +99.8% | -68.6% | +29.1% |
| 1Y | +54.3% | +84.1% | -29.7% | +52.3% |
| 3Y | +81.1% | +97.7% | -16.5% | +77.0% |
| 5Y | +82.7% | -35.2% | +117.9% | +86.2% |
| All | +176.9% | +627.3% | -450.5% | +134.4% |
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