-33.3%
OKTA vs JAAA
+26.5%
-59.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +13.0% | +0.5% | +12.5% | +12.1% |
| 3M | +41.7% | +1.3% | +40.4% | +39.0% |
| 6M | +105.9% | +2.8% | +103.2% | +97.8% |
| YTD | +92.6% | +3.3% | +89.3% | +83.8% |
| 1Y | +81.1% | +4.9% | +76.1% | +69.0% |
| 3Y | +84.8% | +19.0% | +65.9% | +60.9% |
| All | -33.3% | +26.5% | -59.8% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling