+168.0%
OKTA vs JBHT
+38.8%
+129.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | +8.4% | +7.0% | +1.4% | +6.2% |
| 30D | -13.7% | +0.5% | -14.2% | -13.8% |
| 3M | +18.0% | -17.4% | +35.4% | +24.2% |
| 6M | +133.8% | -1.7% | +135.6% | +133.8% |
| YTD | +111.5% | +20.7% | +90.8% | +96.8% |
| 1Y | +118.3% | +41.1% | +77.2% | +93.7% |
| 3Y | +168.0% | +38.0% | +130.0% | +127.4% |
| All | +168.0% | +38.8% | +129.2% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 3y: compounded portfolio wealth divided by compounded JBHT 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…
3y analysis · Full analysis span regression · 6 months rolling