+427.7%
JPM vs OKTA
+601.1%
-173.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -2.5% | +13.0% | -15.5% | -3.7% |
| 3M | +14.1% | +41.7% | -27.6% | +10.6% |
| 6M | +25.1% | +105.9% | -80.8% | +16.8% |
| YTD | +12.1% | +92.6% | -80.4% | +5.0% |
| 1Y | +18.8% | +81.1% | -62.2% | +11.7% |
| 3Y | +163.4% | +84.8% | +78.6% | +144.2% |
| 5Y | +156.5% | -34.4% | +191.0% | +147.7% |
| All | +427.7% | +601.1% | -173.3% | +307.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling