-39.1%
JOBY vs OKTA
-24.1%
-15.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.2% |
| 7D | -5.2% | -2.4% | -2.8% | -4.5% |
| 30D | -19.7% | +13.0% | -32.8% | -24.4% |
| 3M | -31.7% | +41.7% | -73.4% | -40.8% |
| 6M | -37.5% | +105.9% | -143.5% | -54.3% |
| YTD | -51.6% | +92.6% | -144.1% | -63.8% |
| 1Y | -53.3% | +81.1% | -134.3% | -64.2% |
| 3Y | -12.2% | +84.8% | -97.1% | -37.7% |
| 5Y | -31.3% | -34.4% | +3.2% | -32.0% |
| All | -39.1% | -24.1% | -15.1% | -38.5% |
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 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