-28.6%
OKTA vs JAAA
+29.3%
-57.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.0% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | +14.6% | +0.5% | +14.1% | +13.7% |
| 3M | +44.0% | +1.2% | +42.8% | +40.9% |
| 6M | +116.7% | +2.7% | +114.0% | +107.0% |
| YTD | +99.8% | +3.2% | +96.6% | +89.4% |
| 1Y | +84.1% | +4.8% | +79.3% | +70.2% |
| 3Y | +97.7% | +19.0% | +78.7% | +61.6% |
| 5Y | -35.2% | +26.8% | -62.0% | -51.5% |
| All | -28.6% | +29.3% | -57.9% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling