+423.7%
JPM vs OKTA
+605.7%
-182.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.3% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -1.1% | +13.0% | -14.1% | -2.3% |
| 3M | +14.1% | +43.4% | -29.3% | +10.5% |
| 6M | +23.3% | +107.6% | -84.3% | +15.1% |
| YTD | +11.3% | +93.8% | -82.6% | +4.2% |
| 1Y | +23.0% | +80.8% | -57.8% | +15.7% |
| 3Y | +162.6% | +91.8% | +70.8% | +142.7% |
| 5Y | +152.8% | -36.4% | +189.1% | +144.6% |
| All | +423.7% | +605.7% | -182.0% | +304.6% |
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 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