+617.5%
OKTA vs JBHT
+157.5%
+460.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -19.0% | -1.6% | -17.4% | -18.4% |
| 30D | -22.6% | -2.3% | -20.3% | -21.9% |
| 3M | +17.5% | -18.5% | +36.0% | +26.4% |
| 6M | +117.8% | -11.3% | +129.1% | +126.0% |
| YTD | +95.1% | +12.6% | +82.5% | +82.1% |
| 1Y | +96.4% | +29.8% | +66.7% | +73.0% |
| 3Y | +149.0% | +28.1% | +120.9% | +113.1% |
| 5Y | -33.8% | +17.7% | -51.5% | -41.8% |
| All | +617.5% | +157.5% | +460.0% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling